diff --git a/.github/run_test.sh b/.github/run_test.sh
index d5fd487d900..c997f7f7ecd 100755
--- a/.github/run_test.sh
+++ b/.github/run_test.sh
@@ -9,6 +9,7 @@ set -ex
 # If we want to test hostbased auth, set up the host for it.
 if [ ! -z "$SUDO" ] && [ ! -z "$TEST_SSH_HOSTBASED_AUTH" ]; then
     sshconf=/usr/local/etc
+    mkdir -p "${sshconf}"
     hostname | $SUDO tee $sshconf/shosts.equiv >/dev/null
     echo "EnableSSHKeysign yes" | $SUDO tee $sshconf/ssh_config >/dev/null
     $SUDO mkdir -p $sshconf