I got this error in a new web application. Google leads me to here and here, but none of them fit my case. I had configured the "My Site Settings" in "Central Administration, User Profile Service Application", and the "Search settings" in "Site Collection Administration".
Then I noticed that the search centre site was a sub site of the root site collection, in the original web application. It looked strange. So I created a dedicated site collection based on "Enterprise Search Centre" template, and then reconfigured the relevant search settings.
BING! The problem was fixed. :-)