diff --git a/swh/fuse/cache.py b/swh/fuse/cache.py
--- a/swh/fuse/cache.py
+++ b/swh/fuse/cache.py
@@ -5,6 +5,7 @@
 
 from abc import ABC
 import json
+from pathlib import Path
 from typing import Any, AsyncGenerator, Dict, Optional
 
 import aiosqlite
@@ -69,6 +70,7 @@
             path = ":memory:"
         else:
             path = self.conf["path"]
+            Path(path).parent.mkdir(parents=True, exist_ok=True)
         self.conn = await aiosqlite.connect(path)
         return self