The problem is correctly spotted by Mathijs.
$ which sphinx-build
/usr/local/bin/sphinx-build
I solved this issue installing sphinx itself in the virtual environment.
With the environment activated:
$ source /home/migonzalvar/envs/myenvironment/bin/activate
$ pip install sphinx
$ which sphinx-build
/home/migonzalvar/envs/myenvironment/bin/sphinx-build
It seems neat enough.