diff --git a/skrub/datasets/_fetching.py b/skrub/datasets/_fetching.py
index ed8ee9d9e..6195d30b1 100644
--- a/skrub/datasets/_fetching.py
+++ b/skrub/datasets/_fetching.py
@@ -24,6 +24,7 @@
 import pandas as pd
 from sklearn import __version__ as sklearn_version
 from sklearn.datasets import fetch_openml
+from sklearn.datasets._base import _sha256
 
 from skrub._utils import import_optional_dependency, parse_version
 from skrub.datasets._utils import get_data_dir
@@ -58,6 +59,20 @@
 TRAFFIC_VIOLATIONS_ID: int = 42132
 DRUG_DIRECTORY_ID: int = 43044
 
+# A dictionnary storing the sha256 hashes of the figshare files
+figshare_id_to_hash = {
+    39142985: "47d73381ef72b050002a8642194c6718a4954ec9e6c556f4c4ddc6ed84ceec92",
+    39149066: "e479cf9741a90c40401697e7fa54409e3b9cfa09f27502877382e64e86fbfcd0",
+    39149069: "7b0dcdb15d3aeecba6022c929665ee064f6fb4b8b94186a6e89b6fbc781b3775",
+    39149072: "4f58f15168bb8a6cc8b152bd48995bc7d1a4d4d89a9e22d87aa51ccf30118122",
+    39149075: "7037603362af1d4bf73551d50644c0957cb91d2b4892e75413f57f415962029a",
+    39254360: "531130c714ba6ee9902108d4010f42388aa9c0b3167d124cd57e2c632df3e05a",
+    39266300: "37b23b2c37a1f7ff906bc7951cbed4be15d8417dad0762092282f7b491cf8c21",
+    39266678: "4e041322985e078de8b08acfd44b93a5ce347c1e501e9d869651e753de747ba1",
+    40019230: "4d43fed75dba1e59a5587bf31c1addf2647a1f15ebea66e93177ccda41e18f2f",
+    40019788: "67ae86496c8a08c6cc352f573160a094f605e7e0da022eb91c603abb7edf3747",
+}
+
 
 @dataclass(unsafe_hash=True)
 class Details:
@@ -373,6 +388,19 @@ def _fetch_figshare(
 
         try:
             filehandle, _ = urllib.request.urlretrieve(url)
+
+            # checksum the file
+            checksum = _sha256(filehandle)
+            if figshare_id in figshare_id_to_hash:
+                expected_checksum = figshare_id_to_hash[figshare_id]
+                if checksum != expected_checksum:
+                    raise OSError(
+                        f"{filehandle!r} SHA256 checksum differs from "
+                        f"expected ({checksum}!={expected_checksum}) ; "
+                        f"file is probably corrupted. Please try again. "
+                        f"If the error persists, please open an issue on GitHub. "
+                    )
+
             df = ParquetFile(filehandle)
             record = df.iter_batches(
                 batch_size=1_000_000,