The fix is to edit .htaccess file of wordpress documnet root
# BEGIN WordPress
<IfModule mod_rewrite.c>
RewriteEngine On
RewriteBase /blog/
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
RewriteRule . /blog/index.php [L] </IfModule>
# END WordPress
In this case, “blog” is the name of WP folder.
If you don’t have wordpress installed under a folder, just use a / instead.