We consider integrals of spherical harmonics with Fourier exponents on the sphere S^n , n ≥ 1. Such transforms arise in the framework of the theory of weighted Radon transforms and vector diffraction in electromagnetic fields theory. We give analytic formulas for these integrals, which are exact up to multiplicative constants. These constants depend on choice of basis on the sphere. In addition, we find these constants explicitly for the class of harmonics arising in the framework of the theory of weighted Radon transforms. We also suggest formulas for finding these constants for the general case.