diff --git a/pygmt/figure.py b/pygmt/figure.py
index 621f747127d..5b7a2a3cf3b 100644
--- a/pygmt/figure.py
+++ b/pygmt/figure.py
@@ -192,8 +192,13 @@ def psconvert(self, **kwargs):
         # Default cropping the figure to True
         if "A" not in kwargs:
             kwargs["A"] = ""
+        # Manually handle prefix -F argument so spaces aren't converted to \040
+        # by build_arg_string function. For more information, see
+        # https://github.com/GenericMappingTools/pygmt/pull/1487
+        prefix = kwargs.pop("F")
+
         with Session() as lib:
-            lib.call_module("psconvert", build_arg_string(kwargs))
+            lib.call_module("psconvert", f'-F"{prefix}" {build_arg_string(kwargs)}')
 
     def savefig(
         self, fname, transparent=False, crop=True, anti_alias=True, show=False, **kwargs
diff --git a/pygmt/tests/test_figure.py b/pygmt/tests/test_figure.py
index 3c77b146faa..73b907dfee5 100644
--- a/pygmt/tests/test_figure.py
+++ b/pygmt/tests/test_figure.py
@@ -138,7 +138,7 @@ def test_figure_savefig_filename_with_spaces():
     fig = Figure()
     fig.basemap(region=[0, 1, 0, 1], projection="X1c/1c", frame=True)
     with GMTTempFile(prefix="pygmt-filename with spaces", suffix=".png") as imgfile:
-        fig.savefig(imgfile.name)
+        fig.savefig(fname=imgfile.name)
         assert r"\040" not in os.path.abspath(imgfile.name)
         assert os.path.exists(imgfile.name)