diff --git a/tools/libinput-replay b/tools/libinput-replay
index 0f385205..fd6567e6 100755
--- a/tools/libinput-replay
+++ b/tools/libinput-replay
@@ -224,6 +224,7 @@ def setup_quirks(recording):
         print('{} exists, please move it out of the way first'.format(overrides), file=sys.stderr)
         sys.exit(1)
 
+    overrides.parent.mkdir(exist_ok=True)
     with overrides.open('w+') as fd:
         fd.write('# This file was generated by libinput replay\n')
         fd.write('# Unless libinput replay is running right now, remove this file.\n')