Thank you very much, mzjn! Your hints were correct. I was curiously running all python commands in the venv but the sphinx-build. I proofed this assumptions by adding

sys.path.append(os.path.abspath('../../'))
print('Sphinx runs with the following prefix:'+sys.prefix)

to my conf.py, which I got from wpercy and I will leave these lines there, for later debugging. After knowing this I tried to do it as migonzalvar describes it:

With the environment activated:

$ source /home/migonzalvar/envs/myenvironment/bin/activate
$ pip install sphinx
$ which sphinx-build
/home/migonzalvar/envs/myenvironment/bin/sphinx-build

Which still did not work. Only after I deactivated the venv and uninstalled sphinx globally via pip uninstall sphinx, sphinx-build started to use the venv (as I intended).