diff --git a/setup.py b/setup.py
index 3ad3b8f09..f869b0791 100644
--- a/setup.py
+++ b/setup.py
@@ -177,6 +177,8 @@ def build_cmake(self, ext):
         build_temp.mkdir(parents=True, exist_ok=True)
         extdir = pathlib.Path(self.get_ext_fullpath(ext.name))
 
+        extdir.parent.mkdir(parents=True, exist_ok=True)
+
         def concat_paths(paths):
             return ''.join(path.replace('\\', '/') + ";" for path in paths)