diff --git a/bilby/core/result.py b/bilby/core/result.py
index 7e25a9fda5f19e122b4418fd415ea5e38cf1e32c..1454bb4bb1b74a290d63b8621502c81117192665 100644
--- a/bilby/core/result.py
+++ b/bilby/core/result.py
@@ -50,7 +50,7 @@ def result_file_name(outdir, label, extension='json', gzip=False):
     =======
     str: File name of the output file
     """
-    if extension in ['json', 'hdf5']:
+    if extension in ['json', 'hdf5', 'pkl']:
         if extension == 'json' and gzip:
             return os.path.join(outdir, '{}_result.{}.gz'.format(label, extension))
         else: