diff --git a/src/main/java/org/embulk/output/sftp/SftpFileOutput.java b/src/main/java/org/embulk/output/sftp/SftpFileOutput.java
index 8ca6b4e..2838012 100644
--- a/src/main/java/org/embulk/output/sftp/SftpFileOutput.java
+++ b/src/main/java/org/embulk/output/sftp/SftpFileOutput.java
@@ -216,7 +216,15 @@ private FileObject newSftpFile(URI sftpUri)
         int count = 0;
         while (true) {
             try {
-                return manager.resolveFile(sftpUri.toString(), fsOptions);
+                FileObject file = manager.resolveFile(sftpUri.toString(), fsOptions);
+                if (file.getParent().exists()) {
+                    logger.info("parent directory {} exists there", file.getParent());
+                    return file;
+                }
+                else {
+                    logger.info("trying to create parent directory {}", file.getParent());
+                    file.getParent().createFolder();
+                }
             }
             catch (FileSystemException e) {
                 if (++count == maxConnectionRetry) {