diff --git a/AUTHORS.md b/AUTHORS.md
index f0594b3..1dfac30 100644
--- a/AUTHORS.md
+++ b/AUTHORS.md
@@ -3,6 +3,7 @@
 The following people have made contributions to the project (in alphabetical
 order by last name) and are considered "The Verde Developers":
 
+* [Sarah Margrethe Askevold](https://github.com/SAskevold) - University of Liverpool, UK (ORCID: [0000-0002-9434-3594](https://www.orcid.org/0000-0002-9434-3594))
 * [David Hoese](https://github.com/djhoese) - University of Wisconsin - Madison, USA (ORCID: [0000-0003-1167-7829](https://www.orcid.org/0000-0003-1167-7829))
 * [Lindsey Heagy](https://github.com/lheagy) - University of California Berkeley, Department of Statistics, USA (ORCID: [0000-0002-1551-5926](https://www.orcid.org/0000-0002-1551-5926))
 * [Jesse Pisel](https://github.com/jessepisel) - University of Texas at Austin, College of Natural Sciences, USA (ORCID: [0000-0002-7358-0590](https://www.orcid.org/0000-0002-7358-0590))
diff --git a/doc/api/index.rst b/doc/api/index.rst
index 9529aba..334d095 100644
--- a/doc/api/index.rst
+++ b/doc/api/index.rst
@@ -15,6 +15,7 @@ Interpolators
 
     Spline
     SplineCV
+    KNeighbors
     Linear
     Cubic
     VectorSpline2D
diff --git a/doc/gallery_src/kneighbors_gridder.py b/doc/gallery_src/kneighbors_gridder.py
new file mode 100644
index 0000000..ea0bf35
--- /dev/null
+++ b/doc/gallery_src/kneighbors_gridder.py
@@ -0,0 +1,92 @@
+# Copyright (c) 2017 The Verde Developers.
+# Distributed under the terms of the BSD 3-Clause License.
+# SPDX-License-Identifier: BSD-3-Clause
+#
+# This code is part of the Fatiando a Terra project (https://www.fatiando.org)
+#
+"""
+Gridding with a nearest-neighbors interpolator
+==============================================
+
+Verde offers the :class:`verde.KNeighbors` class for nearest-neighbor gridding.
+The interpolation looks at the data values of the *k* nearest neighbors of a
+interpolated point. If *k* is 1, then the data value of the closest neighbor is
+assigned to the point. If *k* is greater than 1, the average value of the
+closest *k* neighbors is assigned to the point.
+
+The interpolation works on Cartesian data, so if we want to grid geographic
+data (like our Baja California bathymetry) we need to project them into a
+Cartesian system. We'll use `pyproj <https://github.com/jswhit/pyproj>`__ to
+calculate a Mercator projection for the data.
+
+For convenience, Verde still allows us to make geographic grids by passing the
+``projection`` argument to :meth:`verde.KNeighbors.grid` and the like. When
+doing so, the grid will be generated using geographic coordinates which will be
+projected prior to interpolation.
+"""
+import cartopy.crs as ccrs
+import matplotlib.pyplot as plt
+import numpy as np
+import pyproj
+
+import verde as vd
+
+# We'll test this on the Baja California shipborne bathymetry data
+data = vd.datasets.fetch_baja_bathymetry()
+
+# Data decimation using verde.BlockReduce is not necessary here since the
+# averaging operation is already performed by the k nearest-neighbor
+# interpolator.
+
+# Project the data using pyproj so that we can use it as input for the gridder.
+# We'll set the latitude of true scale to the mean latitude of the data.
+projection = pyproj.Proj(proj="merc", lat_ts=data.latitude.mean())
+proj_coordinates = projection(data.longitude, data.latitude)
+
+# Now we can set up a gridder using the 10 nearest neighbors and averaging
+# using using a median instead of a mean (the default). The median is better in
+# this case since our data are expected to have sharp changes at ridges and
+# faults.
+grd = vd.KNeighbors(k=10, reduction=np.median)
+grd.fit(proj_coordinates, data.bathymetry_m)
+
+# Get the grid region in geographic coordinates
+region = vd.get_region((data.longitude, data.latitude))
+print("Data region:", region)
+
+# The 'grid' method can still make a geographic grid if we pass in a projection
+# function that converts lon, lat into the easting, northing coordinates that
+# we used in 'fit'. This can be any function that takes lon, lat and returns x,
+# y. In our case, it'll be the 'projection' variable that we created above.
+# We'll also set the names of the grid dimensions and the name the data
+# variable in our grid (the default would be 'scalars', which isn't very
+# informative).
+grid = grd.grid(
+    region=region,
+    spacing=1 / 60,
+    projection=projection,
+    dims=["latitude", "longitude"],
+    data_names="bathymetry_m",
+)
+print("Generated geographic grid:")
+print(grid)
+
+# Cartopy requires setting the coordinate reference system (CRS) of the
+# original data through the transform argument. Their docs say to use
+# PlateCarree to represent geographic data.
+crs = ccrs.PlateCarree()
+
+plt.figure(figsize=(7, 6))
+# Make a Mercator map of our gridded bathymetry
+ax = plt.axes(projection=ccrs.Mercator())
+# Plot the gridded bathymetry
+pc = grid.bathymetry_m.plot.pcolormesh(
+    ax=ax, transform=crs, vmax=0, zorder=-1, add_colorbar=False
+)
+plt.colorbar(pc).set_label("meters")
+# Plot the locations of the data
+ax.plot(data.longitude, data.latitude, ".k", markersize=0.1, transform=crs)
+# Use an utility function to setup the tick labels and the land feature
+vd.datasets.setup_baja_bathymetry_map(ax)
+ax.set_title("Nearest-neighbor gridding of bathymetry")
+plt.show()
diff --git a/verde/__init__.py b/verde/__init__.py
index 1c6204d..eb456d3 100644
--- a/verde/__init__.py
+++ b/verde/__init__.py
@@ -30,6 +30,7 @@ from .model_selection import (
     cross_val_score,
     train_test_split,
 )
+from .neighbors import KNeighbors
 from .projections import project_grid, project_region
 from .scipygridder import Cubic, Linear, ScipyGridder
 from .spline import Spline, SplineCV
diff --git a/verde/neighbors.py b/verde/neighbors.py
new file mode 100644
index 0000000..658c4fc
--- /dev/null
+++ b/verde/neighbors.py
@@ -0,0 +1,139 @@
+# Copyright (c) 2017 The Verde Developers.
+# Distributed under the terms of the BSD 3-Clause License.
+# SPDX-License-Identifier: BSD-3-Clause
+#
+# This code is part of the Fatiando a Terra project (https://www.fatiando.org)
+#
+"""
+Nearest neighbor interpolation
+"""
+import warnings
+
+import numpy as np
+from sklearn.utils.validation import check_is_fitted
+
+from .base import BaseGridder, check_fit_input, n_1d_arrays
+from .coordinates import get_region
+from .utils import kdtree
+
+
+class KNeighbors(BaseGridder):
+    """
+    Nearest neighbor interpolation.
+
+    This gridder assumes Cartesian coordinates.
+
+    Interpolation based on the values of the *k* nearest neighbors of each
+    interpolated point. The number of neighbors *k* can be controlled and
+    mostly influences the spatial smoothness of the interpolated values.
+
+    The data values of the *k* nearest neighbors are combined into a single
+    value by a reduction function, which defaults to the mean. This can also be
+    configured.
+
+    .. note::
+
+        If installed, package ``pykdtree`` will be used for the nearest
+        neighbors look-up instead of :class:`scipy.spatial.cKDTree` for better
+        performance.
+
+    Parameters
+    ----------
+    k : int
+        The number of neighbors to use for each interpolated point. Default is
+        1.
+    reduction : function
+        Function used to combine the values of the *k* neighbors into a single
+        value. Can be any function that takes a 1D numpy array as input and
+        outputs a single value. Default is :func:`numpy.mean`.
+
+    Attributes
+    ----------
+    tree_ : K-D tree
+        An instance of the K-D tree data structure for the data points that is
+        used to query for nearest neighbors.
+    data_ : 1D array
+        A copy of the input data as a 1D array. Used to look up values for
+        interpolation/prediction.
+    region_ : tuple
+        The boundaries (``[W, E, S, N]``) of the data used to fit the
+        interpolator. Used as the default region for the
+        :meth:`~verde.KNeighbors.grid`` method.
+
+    """
+
+    def __init__(self, k=1, reduction=np.mean):
+        super().__init__()
+        self.k = k
+        self.reduction = reduction
+
+    def fit(self, coordinates, data, weights=None):
+        """
+        Fit the interpolator to the given data.
+
+        The data region is captured and used as default for the
+        :meth:`~verde.KNeighbors.grid` method.
+
+        Parameters
+        ----------
+        coordinates : tuple of arrays
+            Arrays with the coordinates of each data point. Should be in the
+            following order: (easting, northing, vertical, ...). Only easting
+            and northing will be used, all subsequent coordinates will be
+            ignored.
+        data : array
+            The data values that will be interpolated.
+        weights : None or array
+            Data weights are **not supported** by this interpolator and will be
+            ignored. Only present for compatibility with other gridders.
+
+        Returns
+        -------
+        self
+            Returns this gridder instance for chaining operations.
+
+        """
+        if weights is not None:
+            warnings.warn(
+                "{} does not support weights and they will be ignored.".format(
+                    self.__class__.__name__
+                )
+            )
+        coordinates, data, weights = check_fit_input(coordinates, data, weights)
+        self.region_ = get_region(coordinates[:2])
+        self.tree_ = kdtree(coordinates[:2])
+        # Make sure this is an array and not a subclass of array (pandas,
+        # xarray, etc) so that we can index it later during predict.
+        self.data_ = np.asarray(data).ravel().copy()
+        return self
+
+    def predict(self, coordinates):
+        """
+        Interpolate data on the given set of points.
+
+        Requires a fitted gridder (see :meth:`~verde.KNeighbors.fit`).
+
+        Parameters
+        ----------
+        coordinates : tuple of arrays
+            Arrays with the coordinates of each data point. Should be in the
+            following order: (easting, northing, vertical, ...). Only easting
+            and northing will be used, all subsequent coordinates will be
+            ignored.
+
+        Returns
+        -------
+        data : array
+            The data values interpolated on the given points.
+
+        """
+        check_is_fitted(self, ["tree_"])
+        distances, indices = self.tree_.query(
+            np.transpose(n_1d_arrays(coordinates, 2)), k=self.k
+        )
+        if indices.ndim == 1:
+            indices = np.atleast_2d(indices).T
+        neighbor_values = np.reshape(self.data_[indices.ravel()], indices.shape)
+        data = self.reduction(neighbor_values, axis=1)
+        shape = np.broadcast(*coordinates[:2]).shape
+        return data.reshape(shape)

diff --git a/verde/tests/test_neighbors.py b/verde/tests/test_neighbors.py
new file mode 100644
index 0000000..26cefb5
--- /dev/null
+++ b/verde/tests/test_neighbors.py
@@ -0,0 +1,75 @@
+# Copyright (c) 2017 The Verde Developers.
+# Distributed under the terms of the BSD 3-Clause License.
+# SPDX-License-Identifier: BSD-3-Clause
+#
+# This code is part of the Fatiando a Terra project (https://www.fatiando.org)
+#
+"""
+Test the nearest neighbors interpolator.
+"""
+import warnings
+
+import numpy as np
+import numpy.testing as npt
+import pytest
+
+from ..coordinates import grid_coordinates
+from ..neighbors import KNeighbors
+from ..synthetic import CheckerBoard
+
+
+def test_neighbors_same_points():
+    "See if the gridder recovers known points."
+    region = (1000, 5000, -8000, -7000)
+    synth = CheckerBoard(region=region)
+    data = synth.scatter(size=1000, random_state=0)
+    coords = (data.easting, data.northing)
+    # The interpolation should be perfect on top of the data points
+    gridder = KNeighbors()
+    gridder.fit(coords, data.scalars)
+    predicted = gridder.predict(coords)
+    npt.assert_allclose(predicted, data.scalars)
+    npt.assert_allclose(gridder.score(coords, data.scalars), 1)
+
+
+@pytest.mark.parametrize(
+    "gridder",
+    [
+        KNeighbors(),
+        KNeighbors(k=1),
+        KNeighbors(k=2),
+        KNeighbors(k=10),
+        KNeighbors(k=1, reduction=np.median),
+    ],
+    ids=[
+        "k=default",
+        "k=1",
+        "k=2",
+        "k=10",
+        "median",
+    ],
+)
+def test_neighbors(gridder):
+    "See if the gridder recovers known points."
+    region = (1000, 5000, -8000, -6000)
+    synth = CheckerBoard(region=region)
+    data_coords = grid_coordinates(region, shape=(100, 100))
+    data = synth.predict(data_coords)
+    coords = grid_coordinates(region, shape=(95, 95))
+    true_data = synth.predict(coords)
+    # nearest will never be too close to the truth
+    gridder.fit(data_coords, data)
+    npt.assert_allclose(gridder.predict(coords), true_data, rtol=0, atol=100)
+
+
+def test_neighbors_weights_warning():
+    "Check that a warning is issued when using weights."
+    data = CheckerBoard().scatter(random_state=100)
+    weights = np.ones_like(data.scalars)
+    grd = KNeighbors()
+    msg = "KNeighbors does not support weights and they will be ignored."
+    with warnings.catch_warnings(record=True) as warn:
+        grd.fit((data.easting, data.northing), data.scalars, weights=weights)
+        assert len(warn) == 1
+        assert issubclass(warn[-1].category, UserWarning)
+        assert str(warn[-1].message) == msg

Create a KNeighbors gridder
<!-- Please describe your suggestion/problem/question in as much detail as possible. -->
The current nearest neighbour interpolation we have is the SciPy one and it's fairly limited. With a new dedicated gridder we can:

1. Take advantage of pykdtree
2. Support spherical coordinates with scikit-learn's BallTree (with haversine distance)
3. Allow averaging k-nearest neighbours instead of just the 1
4. Support weights in the averaging

The new class would sit in a `verde/neighbours.py` module.
verde/tests/test_neighbors.py::test_neighbors_same_points verde/tests/test_neighbors.py::test_neighbors[k=default] verde/tests/test_neighbors.py::test_neighbors[k=1] verde/tests/test_neighbors.py::test_neighbors[k=2] verde/tests/test_neighbors.py::test_neighbors[k=10] verde/tests/test_neighbors.py::test_neighbors[median] verde/tests/test_neighbors.py::test_neighbors_weights_warning