diff --git a/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/IndexManager.java b/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/IndexManager.java
index c12de7c750..764cb5cb97 100644
--- a/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/IndexManager.java
+++ b/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/IndexManager.java
@@ -177,6 +177,7 @@ public final class IndexManager {
 
     protected void initialize() throws IOException {
         file = new File(directory, NAME_PREFIX + IOHelper.toFileSystemSafeName(name) );
+        file.getParentFile().mkdirs();        
         indexFile = new RandomAccessFile(file, mode);
         reader = new StoreIndexReader(indexFile);
         writer = new StoreIndexWriter(indexFile, name, redoLog);
diff --git a/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/hash/HashIndex.java b/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/hash/HashIndex.java
index 0500c8e3ef..3286ea0dd7 100644
--- a/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/hash/HashIndex.java
+++ b/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/hash/HashIndex.java
@@ -392,6 +392,7 @@ public class HashIndex implements Index {
     private void openIndexFile() throws IOException {
         if (indexFile == null) {
             file = new File(directory, NAME_PREFIX + IOHelper.toFileSystemSafeName(name));
+            file.getParentFile().mkdirs();
             indexFile = new RandomAccessFile(file, "rw");
         }
     }
diff --git a/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/tree/TreeIndex.java b/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/tree/TreeIndex.java
index ff1d5b5388..fbb7632c0e 100644
--- a/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/tree/TreeIndex.java
+++ b/activemq-core/src/main/java/org/apache/activemq/kaha/impl/index/tree/TreeIndex.java
@@ -407,6 +407,7 @@ public class TreeIndex implements Index {
     protected void openIndexFile() throws IOException {
         if (indexFile == null) {
             file = new File(directory, NAME_PREFIX + IOHelper.toFileSystemSafeName(name));
+            file.getParentFile().mkdirs();
             indexFile = new RandomAccessFile(file, "rw");
         }
     }