diff --git a/bilby/core/sampler/dynesty.py b/bilby/core/sampler/dynesty.py
index 3e5209c6e1be19c68b3985f57c8834017314d572..eea417e286ef45fdc0ddc7271774d818de0b6582 100644
--- a/bilby/core/sampler/dynesty.py
+++ b/bilby/core/sampler/dynesty.py
@@ -393,6 +393,7 @@ class Dynesty(NestedSampler):
         self.sampler.saved_scale = [self.sampler.saved_scale[-1]]
 
     def generate_trace_plots(self, dynesty_results):
+        check_directory_exists_and_if_not_mkdir(self.outdir)
         filename = '{}/{}_trace.png'.format(self.outdir, self.label)
         logger.debug("Writing trace plot to {}".format(filename))
         from dynesty import plotting as dyplot