diff --git a/doc/conf.py b/doc/conf.py
index 39198799c6ac..baf66d20fbf1 100644
--- a/doc/conf.py
+++ b/doc/conf.py
@@ -19,6 +19,7 @@
 import tarfile
 import urllib.request
 import warnings
+import tempfile
 from urllib.error import HTTPError
 
 CURR_PATH = os.path.dirname(os.path.abspath(os.path.expanduser(__file__)))
@@ -111,37 +112,43 @@ def try_fetch_jvm_doc(branch):
 
 
 def build_r_docs() -> None:
-    """Build document for thte R package."""
+    """Build sphinx document for the R package based on the existing files from
+    roxygen.
+
+    """
     curdir = os.path.normpath(os.path.abspath(os.path.curdir))
 
-    try:
-        repo = "\"https://cran.us.r-project.org\""
-        subprocess.check_call(
-            [
-                "Rscript",
-                "-e",
-                f"install.packages(c(\"pkgdown\"), repos = {repo})"
-            ]
-        )
+    with tempfile.TemporaryDirectory() as tmpdir:
+        try:
+            env = os.environ.copy()
+            env.update({"MAKEFLAGS": f"-j{os.cpu_count()}", "R_LIBS_USER": tmpdir})
+
+            repo = "https://cran.us.r-project.org"
+            subprocess.check_call(
+                [
+                    "Rscript",
+                    "-e",
+                    f"install.packages(c(\"pkgdown\"), repos = \"{repo}\")"
+                ],
+                env=env,
+            )
 
-        os.chdir(os.path.join(PROJECT_ROOT, "R-package"))
-        env = os.environ.copy()
-        env.update({"MAKEFLAGS": f"-j{os.cpu_count()}"})
-        subprocess.check_call(["Rscript", "-e", "pkgdown::build_site()"], env=env)
-        src = os.path.join(PROJECT_ROOT, "R-package", "docs")
-        dest = os.path.join(TMP_DIR, "r_docs")
-        if not os.path.exists(TMP_DIR):
-            os.mkdir(TMP_DIR)
-        if os.path.exists(dest):
-            shutil.rmtree(dest)
-        print(f"Copy directory {src} -> {dest}")
-        shutil.copytree(src, dest)
+            os.chdir(os.path.join(PROJECT_ROOT, "R-package"))
+            subprocess.check_call(["Rscript", "-e", "pkgdown::build_site()"], env=env)
+            src = os.path.join(PROJECT_ROOT, "R-package", "docs")
+            dest = os.path.join(TMP_DIR, "r_docs")
+            if not os.path.exists(TMP_DIR):
+                os.mkdir(TMP_DIR)
+            if os.path.exists(dest):
+                shutil.rmtree(dest)
+            print(f"Copy directory {src} -> {dest}")
+            shutil.copytree(src, dest)
 
-        os.chdir(os.path.join(PROJECT_ROOT, "doc", "R-package"))
-        subprocess.check_call(["make", "xgboostfromJSON.md"])
+            os.chdir(os.path.join(PROJECT_ROOT, "doc", "R-package"))
+            subprocess.check_call(["make", "xgboostfromJSON.md"], env=env)
 
-    finally:
-        os.chdir(curdir)
+        finally:
+            os.chdir(curdir)
 
 
 def is_readthedocs_build():
@@ -158,7 +165,7 @@ def is_readthedocs_build():
 
 if is_readthedocs_build():
     run_doxygen()
-    build_jvm_docs()
+    # build_jvm_docs()
     build_r_docs()