diff --git a/documentation/examples/custom-sd/adapter/adapter.go b/documentation/examples/custom-sd/adapter/adapter.go
index c07a79f45..806eff9ab 100644
--- a/documentation/examples/custom-sd/adapter/adapter.go
+++ b/documentation/examples/custom-sd/adapter/adapter.go
@@ -128,6 +128,9 @@ func (a *Adapter) writeOutput() error {
 		return err
 	}
 
+	// Close the file immediately for platforms (eg. Windows) that cannot move
+	// a file while a process is holding a file handle.
+	tmpfile.Close()
 	err = os.Rename(tmpfile.Name(), a.output)
 	if err != nil {
 		return err
diff --git a/documentation/examples/custom-sd/adapter/adapter_test.go b/documentation/examples/custom-sd/adapter/adapter_test.go
index 2cdc98c61..40cbbbacf 100644
--- a/documentation/examples/custom-sd/adapter/adapter_test.go
+++ b/documentation/examples/custom-sd/adapter/adapter_test.go
@@ -14,6 +14,10 @@
 package adapter
 
 import (
+	"context"
+	"github.com/prometheus/prometheus/util/testutil"
+	"io/ioutil"
+	"os"
 	"reflect"
 	"testing"
 
@@ -222,3 +226,14 @@ func TestGenerateTargetGroups(t *testing.T) {
 
 	}
 }
+
+// TestWriteOutput checks the adapter can write a file to disk.
+func TestWriteOutput(t *testing.T) {
+	ctx := context.Background()
+	tmpfile, err := ioutil.TempFile("", "sd_adapter_test")
+	testutil.Ok(t, err)
+	defer os.Remove(tmpfile.Name())
+	tmpfile.Close()
+	adapter := NewAdapter(ctx, tmpfile.Name(), "test_sd", nil, nil)
+	testutil.Ok(t, adapter.writeOutput())
+}