diff --git a/Source/UnitTests/CMakeLists.txt b/Source/UnitTests/CMakeLists.txt
index d2165960e7..61e8c5c2bf 100644
--- a/Source/UnitTests/CMakeLists.txt
+++ b/Source/UnitTests/CMakeLists.txt
@@ -1,5 +1,8 @@
 macro(add_dolphin_test target srcs libs)
 	add_executable(Tests/${target} EXCLUDE_FROM_ALL ${srcs})
+	add_custom_command(TARGET Tests/${target}
+	                   PRE_LINK
+	                   COMMAND mkdir -p ${CMAKE_RUNTIME_OUTPUT_DIRECTORY}/Tests)
 	target_link_libraries(Tests/${target} ${libs} gtest)
 	add_dependencies(unittests Tests/${target})
 	add_test(NAME ${target} COMMAND ${CMAKE_RUNTIME_OUTPUT_DIRECTORY}/Tests/${target})