diff --git a/weboob/core/backendscfg.py b/weboob/core/backendscfg.py
index 290f1dc6..64d1b235 100644
--- a/weboob/core/backendscfg.py
+++ b/weboob/core/backendscfg.py
@@ -42,6 +42,7 @@ class BackendsConfig(object):
         try:
             mode = os.stat(confpath).st_mode
         except OSError:
+            os.makedirs(os.path.dirname(confpath))
             if sys.platform == 'win32':
                 fptr = open(confpath, 'w')
                 fptr.close()