The paper proves transportation inequalities for probability measures on spheres for the Wasserstein metrics with respect to cost functions that are powers of the geodesic distance. Let $μ$ be a probability measure on the sphere ${\bf S}^n$ of the form $dμ=e^{-U(x)}dx$ where $dx$ is the rotation invariant probability measure, and $(n-1)I+{\hbox{Hess}}\,U\geq {κ_U}I$, where $κ_U>0$. Then any probability measure $ν$ of finite relative entropy with respect to $μ$ satisfies ${\hbox{Ent}}(ν\midμ) \geq (κ_U/2)W_2(ν, μ)^2$. The proof uses an explicit formula for the relative entropy which is also valid on connected and compact $C^\infty$ smooth Riemannian manifolds without boundary. A variation of this entropy formula gives the Lichnérowicz integral.