diff --git a/.gitignore b/.gitignore
index caafad79432..ae67eb868d5 100644
--- a/.gitignore
+++ b/.gitignore
@@ -2,6 +2,7 @@
 *~
 *.so
 *.pyd
+.pytest_cache/
 build/
 dist/
 .*.swp
diff --git a/gmt/__init__.py b/gmt/__init__.py
index d3169d25243..7d70d270e0b 100644
--- a/gmt/__init__.py
+++ b/gmt/__init__.py
@@ -17,7 +17,7 @@
 # Import modules to make the high-level GMT Python API
 from .session_management import begin as _begin, end as _end
 from .figure import Figure
-from .modules import info
+from .modules import info, which
 
 
 # Get the version number through versioneer
diff --git a/gmt/modules.py b/gmt/modules.py
index ca6fbfd8c01..7f48a50528f 100644
--- a/gmt/modules.py
+++ b/gmt/modules.py
@@ -2,7 +2,7 @@
 Non-plot GMT modules.
 """
 from .clib import LibGMT
-from .helpers import build_arg_string, fmt_docstring, GMTTempFile
+from .helpers import build_arg_string, fmt_docstring, GMTTempFile, use_alias
 
 
 @fmt_docstring
@@ -25,3 +25,55 @@ def info(fname, **kwargs):
         with LibGMT() as lib:
             lib.call_module('info', arg_str)
         return tmpfile.read()
+
+
+@fmt_docstring
+@use_alias(G='download')
+def which(fname, **kwargs):
+    """
+    Find the full path to specified files.
+
+    Reports the full paths to the files given through *fname*. We look for
+    the file in (1) the current directory, (2) in $GMT_USERDIR (if defined),
+    (3) in $GMT_DATADIR (if defined), or (4) in $GMT_CACHEDIR (if defined).
+
+    *fname* can also be a downloadable file (either a full URL, a
+    `@file` special file for downloading from the GMT Site Cache, or
+    `@earth_relief_*` topography grids). In these cases, use option *download*
+    to set the desired behavior. If *download* is not used (or False), the file
+    will not be found.
+
+    {gmt_module_docs}
+
+    {aliases}
+
+    Parameters
+    ----------
+    fname : str
+        The file name that you want to check.
+    G : bool or str
+        If the file is downloadable and not found, we will try to download the
+        it. Use True or 'l' (default) to download to the current directory. Use
+        'c' to place in the user cache directory or 'u' user data directory
+        instead.
+
+    Returns
+    -------
+    path : str
+        The path of the file, depending on the options used.
+
+    Raises
+    ------
+    FileNotFoundError
+        If the file is not found.
+
+    """
+    with GMTTempFile() as tmpfile:
+        arg_str = ' '.join([fname, build_arg_string(kwargs),
+                            "->" + tmpfile.name])
+        with LibGMT() as lib:
+            lib.call_module('which', arg_str)
+        path = tmpfile.read().strip()
+    if not path:
+        raise FileNotFoundError("File '{}' not found.".format(fname))
+    return path
diff --git a/gmt/tests/test_which.py b/gmt/tests/test_which.py
new file mode 100644
index 00000000000..80c6a91d212
--- /dev/null
+++ b/gmt/tests/test_which.py
@@ -0,0 +1,24 @@
+"""
+Tests for gmt.which
+"""
+import os
+
+import pytest
+
+from .. import which
+from ..helpers import unique_name
+
+
+def test_which():
+    "Make sure which returns file paths for @files correctly without errors"
+    for fname in 'tut_quakes.ngdc tut_bathy.nc'.split():
+        cached_file = which('@{}'.format(fname), download='c')
+        assert os.path.exists(cached_file)
+        assert os.path.basename(cached_file) == fname
+
+
+def test_which_fails():
+    "which should fail with a FileNotFoundError"
+    bogus_file = unique_name()
+    with pytest.raises(FileNotFoundError):
+        which(bogus_file)