Usual theorem-like math environments in Sphinx.
In conf.py
extensions = [ # maybe 'sphinxcontrib.katex', 'sphinxcontrib.mathenv', ]
In any file:
.. th:: Dirichlet If $a$ is coprime to $m$, there exist infinitely many primes $p$ congruent to $a$ mod $m$. .. cor:: There are infinitely many primes whose last digits are $2019$. .. proof:: Take $m=10000$ and $a=2019$.
There exist an extension sphinxcontrib-proof which seems much better designed. I suggest you give it a try.