How to add title to subplots in Matplotlib

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I have one figure which contains many subplots.

fig = plt.figure(num=None, figsize=(26, 12), dpi=80, facecolor="w", edgecolor="k")
fig.canvas.set_window_title('Window Title')

# Returns the Axes instance
ax = fig.add_subplot(311) 
ax2 = fig.add_subplot(312) 
ax3 = fig.add_subplot(313)

How do I add titles to the subplots?

fig.suptitle adds a title to all graphs and although ax.set_title() exists, the latter does not add any title to my subplots.

Thank you for your help.

Edit:
Corrected typo about set_title(). Thanks Rutger Kassies

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