diff --git a/ci/conda_env_sphinx.txt b/ci/conda_env_sphinx.txt
index 6899f9c36a7..0a356d5722c 100644
--- a/ci/conda_env_sphinx.txt
+++ b/ci/conda_env_sphinx.txt
@@ -29,5 +29,8 @@ sphinx-copybutton
 sphinxcontrib-jquery
 sphinx==6.2
 # Requirement for doctest-cython
-pytest-cython
+# Needs upper pin of 0.3.0, see:
+# https://github.com/lgpage/pytest-cython/issues/67
+# With 0.3.* bug fix release, the pin can be removed
+pytest-cython==0.2.2
 pandas