diff --git a/pandas/errors/cow.py b/pandas/errors/cow.py
index 1e7829c88ae7e..4815a0f5328d7 100644
--- a/pandas/errors/cow.py
+++ b/pandas/errors/cow.py
@@ -8,7 +8,7 @@
     "the assignment in a single step.\n\n"
     "See the caveats in the documentation: "
     "https://pandas.pydata.org/pandas-docs/stable/user_guide/"
-    "indexing.html#returning-a-view-versus-a-copy"
+    "copy_on_write.html"
 )