diff --git a/src/WIN/win.h b/src/WIN/win.h
index d2006df00..3b89e2efc 100644
--- a/src/WIN/win.h
+++ b/src/WIN/win.h
@@ -107,6 +107,8 @@ extern int	find_status_bar_part(int tag);
 extern void	cdrom_close(uint8_t id);
 extern void	update_tip(int meaning);
 
+extern BOOL	DirectoryExists(LPCTSTR szPath);
+
 #ifdef __cplusplus
 }
 #endif
diff --git a/src/config.c b/src/config.c
index dd8351657..b20f0dc5d 100644
--- a/src/config.c
+++ b/src/config.c
@@ -835,6 +835,7 @@ static void loadconfig_machine(void)
 {
 	char *cat = "Machine";
         wchar_t *wp;
+	wchar_t last;
         char *p;
 
         p = config_get_string(cat, "model", NULL);
@@ -883,6 +884,16 @@ static void loadconfig_machine(void)
 
 	path_len = wcslen(nvr_path);
 
+#ifndef __unix
+	last = nvr_path[wcslen(nvr_path) - 1];
+	nvr_path[wcslen(nvr_path) - 1] = 0;
+	if (!DirectoryExists(nvr_path))
+	{
+		CreateDirectory(nvr_path, NULL);
+	}
+	nvr_path[wcslen(nvr_path)] = last;
+#endif
+
         cpu_use_dynarec = !!config_get_int(cat, "cpu_use_dynarec", 0);
 
 	enable_external_fpu = !!config_get_int(cat, "cpu_enable_fpu", 0);