Ambygobius sphinx has been recorded from depths of and is associated with reefs where it occurs singly or in pairs It hovers just above the substrate in sandy areas with sparse seagrass where it creates a burrow which it uses as a refuge. It feeds by sifting mouthfuls of sand from which it extracts crustaceans and gastropods.
Conservation
This species is common, it is frequently recorded and has a wide distribution. It is of minor importance in the aquarium trade. It is classed as Least Concern by the IUCN.