diff --git a/sphinx/roles.py b/sphinx/roles.py
index c36ed2613..c77feeb62 100644
--- a/sphinx/roles.py
+++ b/sphinx/roles.py
@@ -277,11 +277,11 @@ class PEP(ReferenceRole):
     def build_uri(self):
         # type: () -> str
         base_url = self.inliner.document.settings.pep_base_url
-        target, anchor = self.target.split('#', 1)
-        if anchor:
-            return base_url + 'pep-%04d#%s' % (int(target), anchor)
+        ret = self.target.split('#', 1)
+        if len(ret) == 2:
+            return base_url + 'pep-%04d#%s' % (int(ret[0]), ret[1])
         else:
-            return base_url + 'pep-%04d' % int(target)
+            return base_url + 'pep-%04d' % int(ret[0])
 
 
 class RFC(ReferenceRole):
@@ -312,13 +312,12 @@ class RFC(ReferenceRole):
 
     def build_uri(self):
         # type: () -> str
-        target, anchor = self.target.split('#', 1)
-        base_url = (self.inliner.document.settings.rfc_base_url +
-                    self.inliner.rfc_url % int(target))
-        if anchor:
-            return base_url + '#' + anchor
+        base_url = self.inliner.document.settings.rfc_base_url
+        ret = self.target.split('#', 1)
+        if len(ret) == 2:
+            return base_url + self.inliner.rfc_url % int(ret[0]) + '#' + ret[1]
         else:
-            return base_url
+            return base_url + self.inliner.rfc_url % int(ret[0])
 
 
 _amp_re = re.compile(r'(?<!&)&(?![&\s])')
diff --git a/tests/test_markup.py b/tests/test_markup.py
index 1f8b5ff3c..1aa544bf6 100644
--- a/tests/test_markup.py
+++ b/tests/test_markup.py
@@ -35,6 +35,7 @@ def settings(app):
     settings.env = app.builder.env
     settings.env.temp_data['docname'] = 'dummy'
     settings.contentsname = 'dummy'
+    settings.rfc_base_url = 'http://tools.ietf.org/html/'
     domain_context = sphinx_domains(settings.env)
     domain_context.enable()
     yield settings
@@ -132,6 +133,49 @@ def get_verifier(verify, verify_re):
 
 
 @pytest.mark.parametrize('type,rst,html_expected,latex_expected', [
+    (
+        # pep role
+        'verify',
+        ':pep:`8`',
+        ('<p><span class="target" id="index-0"></span><a class="pep reference external" '
+         'href="http://www.python.org/dev/peps/pep-0008"><strong>PEP 8</strong></a></p>'),
+        ('\\index{Python Enhancement Proposals@\\spxentry{Python Enhancement Proposals}'
+         '!PEP 8@\\spxentry{PEP 8}}\\sphinxhref{http://www.python.org/dev/peps/pep-0008}'
+         '{\\sphinxstylestrong{PEP 8}}')
+    ),
+    (
+        # pep role with anchor
+        'verify',
+        ':pep:`8#id1`',
+        ('<p><span class="target" id="index-0"></span><a class="pep reference external" '
+         'href="http://www.python.org/dev/peps/pep-0008#id1">'
+         '<strong>PEP 8#id1</strong></a></p>'),
+        ('\\index{Python Enhancement Proposals@\\spxentry{Python Enhancement Proposals}'
+         '!PEP 8\\#id1@\\spxentry{PEP 8\\#id1}}\\sphinxhref'
+         '{http://www.python.org/dev/peps/pep-0008\\#id1}'
+         '{\\sphinxstylestrong{PEP 8\\#id1}}')
+    ),
+    (
+        # rfc role
+        'verify',
+        ':rfc:`2324`',
+        ('<p><span class="target" id="index-0"></span><a class="rfc reference external" '
+         'href="http://tools.ietf.org/html/rfc2324.html"><strong>RFC 2324</strong></a></p>'),
+        ('\\index{RFC@\\spxentry{RFC}!RFC 2324@\\spxentry{RFC 2324}}'
+         '\\sphinxhref{http://tools.ietf.org/html/rfc2324.html}'
+         '{\\sphinxstylestrong{RFC 2324}}')
+    ),
+    (
+        # rfc role with anchor
+        'verify',
+        ':rfc:`2324#id1`',
+        ('<p><span class="target" id="index-0"></span><a class="rfc reference external" '
+         'href="http://tools.ietf.org/html/rfc2324.html#id1">'
+         '<strong>RFC 2324#id1</strong></a></p>'),
+        ('\\index{RFC@\\spxentry{RFC}!RFC 2324\\#id1@\\spxentry{RFC 2324\\#id1}}'
+         '\\sphinxhref{http://tools.ietf.org/html/rfc2324.html\\#id1}'
+         '{\\sphinxstylestrong{RFC 2324\\#id1}}')
+    ),
     (
         # correct interpretation of code with whitespace
         'verify_re',