diff --git a/doc/api_reference.py b/doc/api_reference.py
index 239dee6ec1c19..42be5b161787f 100644
--- a/doc/api_reference.py
+++ b/doc/api_reference.py
@@ -240,6 +240,7 @@ def _get_submodule(module_name, submodule_name):
                     "fetch_20newsgroups_vectorized",
                     "fetch_california_housing",
                     "fetch_covtype",
+                    "fetch_file",
                     "fetch_kddcup99",
                     "fetch_lfw_pairs",
                     "fetch_lfw_people",