diff --git a/changelog.d/4881.misc b/changelog.d/4881.misc
new file mode 100644
index 000000000..308c21c83
--- /dev/null
+++ b/changelog.d/4881.misc
@@ -0,0 +1 @@
+Update link to federation docs.
diff --git a/docs/reverse_proxy.rst b/docs/reverse_proxy.rst
index 4706061eb..cc6e66a8f 100644
--- a/docs/reverse_proxy.rst
+++ b/docs/reverse_proxy.rst
@@ -18,7 +18,7 @@ servers do not necessarily need to connect to your server via the same server
 name or port. Indeed, clients will use port 443 by default, whereas servers
 default to port 8448. Where these are different, we refer to the 'client port'
 and the 'federation port'. See `Setting up federation
-<../README.rst#setting-up-federation>`_ for more details of the algorithm used for
+<federate.md>`_ for more details of the algorithm used for
 federation connections.
 
 Let's assume that we expect clients to connect to our server at