diff --git a/pygmt/src/sph2grd.py b/pygmt/src/sph2grd.py
index 114c1df6bf9..163f420c540 100644
--- a/pygmt/src/sph2grd.py
+++ b/pygmt/src/sph2grd.py
@@ -63,6 +63,15 @@ def sph2grd(data, **kwargs):
         - :class:`xarray.DataArray` if ``outgrid`` is not set
         - None if ``outgrid`` is set (grid output will be stored in file set by
           ``outgrid``)
+
+    Example
+    -------
+    >>> import pygmt  # doctest: +SKIP
+    >>> # Create a new grid from the remote file "EGM96_to_36.txt",
+    >>> # set the grid spacing to 1, and the region to "g"
+    >>> new_grid = pygmt.sph2grd(
+    ...     data="@EGM96_to_36.txt", spacing=1, region="g"
+    ... )  # doctest: +SKIP
     """
     with GMTTempFile(suffix=".nc") as tmpfile:
         with Session() as lib: