diff --git a/doc/whats_new/v0.21.rst b/doc/whats_new/v0.21.rst
index 73ebaacfd44a0..87f9ba433c6eb 100644
--- a/doc/whats_new/v0.21.rst
+++ b/doc/whats_new/v0.21.rst
@@ -607,7 +607,7 @@ Support for Python 3.4 and below has been officially dropped.
 - |Feature| Classes :class:`~model_selection.GridSearchCV` and
   :class:`~model_selection.RandomizedSearchCV` now allow for refit=callable
   to add flexibility in identifying the best estimator.
-  See :doc:`/auto_examples/model_selection/plot_grid_search_refit_callable.py`.
+  See :ref:`sphx_glr_auto_examples_model_selection_plot_grid_search_refit_callable.py`.
   :pr:`11354` by :user:`Wenhao Zhang <wenhaoz@ucla.edu>`,
   `Joel Nothman`_ and :user:`Adrin Jalali <adrinjalali>`.