diff --git a/pygmt/_state.py b/pygmt/_state.py
new file mode 100644
index 00000000000..e7297a0253c
--- /dev/null
+++ b/pygmt/_state.py
@@ -0,0 +1,9 @@
+"""
+Private dictionary to keep tracking of current PyGMT state.
+
+The feature is only meant for internal use by PyGMT and is experimental!
+"""
+
+_STATE = {
+    "current_figure": None,
+}
diff --git a/pygmt/figure.py b/pygmt/figure.py
index 5c5d4734ce6..69540e7fc35 100644
--- a/pygmt/figure.py
+++ b/pygmt/figure.py
@@ -8,6 +8,8 @@
 from tempfile import TemporaryDirectory
 from typing import Literal, overload
 
+from pygmt._state import _STATE
+
 try:
     import IPython
 
@@ -112,11 +114,24 @@ def _activate_figure(self) -> None:
         Start and/or activate the current figure.
 
         All plotting commands run afterward will append to this figure.
+
+        Unlike the command-line version (``gmt figure``), this method does not trigger
+        the generation of a figure file. An explicit call to
+        :meth:`pygmt.Figure.savefig` or :meth:`pygmt.Figure.psconvert` must be made in
+        order to get a file.
         """
-        fmt = "-"  # Passing format "-" tells pygmt.end to not produce any files.
+        # Activate the figure only if it's not already activated
+        if _STATE["current_figure"] == self._name:
+            return
+
         with Session() as lib:
+            # Passing format '-' tells pygmt.end to not produce any files.
+            fmt = "-"
             lib.call_module(module="figure", args=[self._name, fmt])
 
+        # Track the current activated figure name
+        _STATE["current_figure"] = self._name
+
     def _preprocess(self, **kwargs):
         """
         Call the ``figure`` module before each plotting command to ensure we're plotting