diff --git a/dspy/teleprompt/finetune.py b/dspy/teleprompt/finetune.py
index ef79c1ca4a..4ab233479e 100644
--- a/dspy/teleprompt/finetune.py
+++ b/dspy/teleprompt/finetune.py
@@ -24,9 +24,6 @@
 else:
     training_data_directory = "local_cache/compiler"
 
-if not os.path.exists(training_data_directory):
-    os.makedirs(training_data_directory)
-
 
 """
 TODO: Reduce and document the dependencies.
@@ -61,6 +58,9 @@ def __init__(self, metric=None, teacher_settings={}, multitask=True):
             teacher_settings=teacher_settings,
         )
 
+        if not os.path.exists(training_data_directory):
+            os.makedirs(training_data_directory)
+
     def compile(
         self,
         student,