This paper is aimed at introducing the concept of Spherical Interpolating Moving Least Squares to the problems in geodesy and geophysics. Based on two previously known methods, namely Spherical Moving Least Squares and Interpolating Moving Least Squares, a simple theory is formulated for using Spherical Moving Least Squares as an interpolant. As an application, a case study is presented in which gravity accelerations at sea surface in the Persian Gulf are derived, using both the approximation and interpolation mode of the Spherical Moving Least Squares. The roles of the various elements in the methods-weight function, scaling parameter, and the degree of spherical harmonics as the basis functions-are investigated. Then, the results of approximation and interpolation are compared with the field data at sea surface, collected by shipborne gravimetry approach. Finally, the results are compared with another independent interpolation method-spline interpolation. It is shown that in this particular problem, SMLS approximation and SIMLS interpolation present a better accuracy than spherical splines.