Ok buddy add this code to your functions.php

    //This function is responsible for splitting posts and pages using <!--nexpage-->
    function my_link_pages() {
    $paged_page_nav = wp_link_pages(
				array(
				'before' => '<div class="page-navigation"><ul><li class="pages">' . esc_html__( 'Pages:', 'override' ) . '</li>',
				'after' => '</ul></div>',
				'link_before' => '<span>',
				'link_after' => '</span>',
				'echo' => false
				)
			 );

	//Add "current" and "page_divide" classes to our links
	//READ: http://wordpress.stackexchange.com/questions/17421/wp-link-page-wrap-current-page-element
	// Now let's wrap the nav inside <li>-elements
	$current_class = 'current';
	$classes = 'page_divide';
	$paged_page_nav = str_replace( '<a', '<li class="'. $classes .'"><a' ,$paged_page_nav );
	$paged_page_nav = str_replace( '</span></a>', '</a></li>', $paged_page_nav );
	$paged_page_nav = str_replace( '"><span>', '">', $paged_page_nav );
	//Add "current" class
	$paged_page_nav = str_replace( '<span>', '<li class="'. $current_class .'">', $paged_page_nav );
	$paged_page_nav = str_replace( '</span>', '</li>', $paged_page_nav );
	echo  $paged_page_nav ;
    }

Then call it in your single.php like so:

    <?php my_link_pages(); ?>

Make sure that you add `<!--nexpage-->` on your Post Edit screen (Select Text NOT Visual)