diff --git a/pygmt/src/config.py b/pygmt/src/config.py
index b1a042c3813..54fbacec137 100644
--- a/pygmt/src/config.py
+++ b/pygmt/src/config.py
@@ -24,6 +24,14 @@ class config:  # noqa: N801
 
     Full GMT defaults list at :gmt-docs:`gmt.conf.html`.
 
+    .. note::
+
+        For GMT defaults to adjust the figure appearance, e.g., the font size,
+        :class:`pygmt.config` needs to be called **after** setting up the
+        :class:`pygmt.Figure` instance to have an effect. This is relevant for
+        both, global and local changes. For details see the
+        `GitHub issue comment <https://github.com/GenericMappingTools/pygmt/issues/733#issuecomment-744698150>`__.
+
     .. note::
 
         :gmt-term:`PS_CONVERT` is not supported.