diff --git a/doc/source/index.rst b/doc/source/index.rst
index 89525281..748995f5 100644
--- a/doc/source/index.rst
+++ b/doc/source/index.rst
@@ -205,6 +205,9 @@ exceptions, as in the cases here.
 
 .. testcode::
 
+    class ClientError(Exception):
+        """Some type of client error."""
+
     @retry(retry=retry_if_exception_type(IOError))
     def might_io_error():
         print("Retry forever with no wait if an IOError occurs, raise any other errors")
diff --git a/releasenotes/notes/sphinx_define_error-642c9cd5c165d39a.yaml b/releasenotes/notes/sphinx_define_error-642c9cd5c165d39a.yaml
new file mode 100644
index 00000000..ccef1c0a
--- /dev/null
+++ b/releasenotes/notes/sphinx_define_error-642c9cd5c165d39a.yaml
@@ -0,0 +1,2 @@
+---
+fixes: Sphinx build error where Sphinx complains about an undefined class.