diff --git a/doc/markdown-cells.ipynb b/doc/markdown-cells.ipynb
index d7d906b5..e45b9883 100644
--- a/doc/markdown-cells.ipynb
+++ b/doc/markdown-cells.ipynb
@@ -627,7 +627,15 @@
     "\n",
     "The linked files are automatically copied to the HTML output directory.\n",
     "For LaTeX output, links are created,\n",
-    "but the files are not copied to the target directory."
+    "but the files are not copied to the target directory.\n",
+    "\n",
+    "You should try to avoid spaces in file names,\n",
+    "but if you insist, you'll have to replace the spaces with `%20` in the link:\n",
+    "[a file with spaces in its name](subdir/a%20file%20name%20with%20spaces.txt).\n",
+    "\n",
+    "```\n",
+    "[a file with spaces in its name](subdir/a%20file%20name%20with%20spaces.txt)\n",
+    "```"
    ]
   },
   {
diff --git a/doc/subdir/a file name with spaces.txt b/doc/subdir/a file name with spaces.txt
new file mode 100644
index 00000000..8611d6f1
--- /dev/null
+++ b/doc/subdir/a file name with spaces.txt	
@@ -0,0 +1 @@
+You should avoid spaces in file names!