Page numbers are not generated correctly when print from Word to PDF

Whenever I print my Word document to PDF, my page numbers do not reflect the page numbers shown in Print Preview.

For example, I have a Word document with 10 pages and after generating it as PDF, the page number shows Page 1 of 1; Page 2 of 2; Page 3 of 3; ......Page 10 of 10.

Please advise what may be the cause and how can I rectify this problem?

Thank you.