diff --git a/CMake/BuildSECP256K1.cmake b/CMake/BuildSECP256K1.cmake
index ac70b255..f8b3c8ca 100644
--- a/CMake/BuildSECP256K1.cmake
+++ b/CMake/BuildSECP256K1.cmake
@@ -5,6 +5,7 @@ if (NOT SECP256K1_LIBRARY)
     set(SECP256K1_INCLUDE_DIR ${SECP256K1_BINARY_DIR}/include)
 
     file(MAKE_DIRECTORY ${SECP256K1_BINARY_DIR})
+    file(MAKE_DIRECTORY "${SECP256K1_BINARY_DIR}/include")
 
     if (MSVC)
       set(SECP256K1_BINARY_DIR ${CMAKE_CURRENT_SOURCE_DIR}/third-party/secp256k1)