I took a look at the `paginate_links()` source code ([v3.5.1][1]) and there is this line ([#][2]) $link = str_replace('%_%', 1 == $n ? '' : $format, $base); that is giving the empty string for the n=1 page. With `$base = "%_%"` and `$format = "http://example.com/page/%#%/"` this becomes: $link = str_replace('%_%', 1 == $n ? '' : "http://example.com/page/%#%/", "%_%"); where we have 2 cases: n=1: $link = str_replace('%_%', '', "%_%"); n>1: $link = str_replace('%_%', "http://example.com/page/%#%/", "%_%"); and after the replace: n=1: $link = ''; n>1: $link = "http://example.com/page/%#%/"; Here is an example of the output from `paginate_links()`: <ul class='page-numbers'> <li><a class="prev page-numbers" href="http://example.com/page/2/">« Previous</a></li> <li><a class='page-numbers' href=''>1</a></li> <li><a class='page-numbers' href='http://example.com/page/2/'>2</a></li> <li><span class='page-numbers current'>3</span></li> <li><a class='page-numbers' href='http://example.com/page/4/'>4</a></li> <li><a class='page-numbers' href='http://example.com/page/5/'>5</a></li> <li><a class='page-numbers' href='http://example.com/page/6/'>6</a></li> <li><a class="next page-numbers" href="http://example.com/page/4/">Next »</a></li> </ul> But if this would be like: $link = str_replace('%_%', $format, $base); then the output of `paginate_links()` would be: <ul class='page-numbers'> <li><a class="prev page-numbers" href="http://example.com/page/2/">« Previous</a></li> <li><a class='page-numbers' href='http://example.com/page/1/'>1</a></li> <li><a class='page-numbers' href='http://example.com/page/2/'>2</a></li> <li><span class='page-numbers current'>3</span></li> <li><a class='page-numbers' href='http://example.com/page/4/'>4</a></li> <li><a class='page-numbers' href='http://example.com/page/5/'>5</a></li> <li><a class='page-numbers' href='http://example.com/page/6/'>6</a></li> <li><a class="next page-numbers" href="http://example.com/page/4/">Next »</a></li> </ul> So it looks to me that this is empty by design, at least with your setup ;-) [1]: http://core.trac.wordpress.org/browser/tags/3.5.1/wp-includes/general-template.php#L1922 [2]: http://core.trac.wordpress.org/browser/tags/3.5.1/wp-includes/general-template.php#L1970