Remove index.php from Codeigniter running on Nginx

1. Edit your config.php file located at application/config/config.php Change value $config['uri_protocol'] = "AUTO"; to $config['uri_protocol'] = "REQUEST_URI";
2. Put this line try_files $uri $uri/ /index.php?r=$request_uri; on nginx.conf file located at /etc/nginx/nginx.conf. The nginx.conf file should be like this: 

location / {
       index  index.php;
       try_files $uri $uri/ /index.php?r=$request_uri;
}

3. Restart nginx service nginx restart
4. Done!