Learned Sparse Retrieval (LSR) is a group of neural methods designed to encode queries and documents into sparse lexical vectors. These vectors can be efficiently indexed and retrieved using an inverted index. While LSR has shown promise in text retrieval, its potential in multi-modal retrieval remains largely unexplored. Motivated by this, in this work, we explore the application of LSR in the multi-modal domain, i.e., we focus on Multi-Modal Learned Sparse Retrieval (MLSR). We conduct experiments using several MLSR model configurations and evaluate the performance on the image suggestion task. We find that solving the task solely based on the image content is challenging. Enriching the image content with its caption improves the model performance significantly, implying the importance of image captions to provide fine-grained concepts and context information of images. Our approach presents a practical and effective solution for training LSR retrieval models in multi-modal settings.