diff --git a/sklearn/base.py b/sklearn/base.py
index cd88eb6d59f99..04a90490ef952 100644
--- a/sklearn/base.py
+++ b/sklearn/base.py
@@ -332,8 +332,8 @@ def __setstate__(self, state):
                     "using version {2}. This might lead to breaking code or "
                     "invalid results. Use at your own risk. "
                     "For more info please refer to:\n"
-                    "https://scikit-learn.org/stable/modules/model_persistence"
-                    ".html#security-maintainability-limitations".format(
+                    "https://scikit-learn.org/stable/model_persistence.html"
+                    "#security-maintainability-limitations".format(
                         self.__class__.__name__, pickle_version, __version__
                     ),
                     UserWarning,