diff --git a/doc/guide.md b/doc/guide.md
index abe4108ce..83fe8b0fa 100644
--- a/doc/guide.md
+++ b/doc/guide.md
@@ -62,7 +62,7 @@ Rabit provides different reduction operators, for example,  if you change ```op:
 the reduction operation will be a summation, and the result will become ```a = {1, 3, 5}```.
 You can also run the example with different processes by setting -n to different values.
 
-If you are more familiar with python, you can also use rabit in python. The same example as before can be found in [basic.py](basic.py):
+If you are more familiar with python, you can also use rabit in python. The same example as before can be found in [basic.py](../guide/basic.py):
 
 ```python
 import numpy as np
diff --git a/doc/sphinx_util.py b/doc/sphinx_util.py
index c025a9c74..95f8823d3 100644
--- a/doc/sphinx_util.py
+++ b/doc/sphinx_util.py
@@ -14,13 +14,19 @@ from recom import parser
 
 class MarkdownParser(parser.CommonMarkParser):
     github_doc_root = None
+    doc_suffix = set(['md', 'rst'])
 
     @staticmethod
     def remap_url(url):
         if MarkdownParser.github_doc_root is None or url is None:
             return url
+        if url.startswith('#'):
+            return url
         arr = url.split('#', 1)
-        if arr[0].endswith('.md') and arr[0].find('://') == -1:
+        ssuffix = arr[0].rsplit('.', 1)
+
+        if len(ssuffix) == 2 and (ssuffix[-1] in MarkdownParser.doc_suffix
+                                  and arr[0].find('://') == -1):
             arr[0] = arr[0][:-3] + '.html'
             return '#'.join(arr)
         else: