diff --git a/pageserver/src/trace.rs b/pageserver/src/trace.rs
index 0be3e61b27..8b39457f20 100644
--- a/pageserver/src/trace.rs
+++ b/pageserver/src/trace.rs
@@ -1,6 +1,6 @@
 use bytes::Bytes;
 use std::{
-    fs::File,
+    fs::{create_dir_all, File},
     io::{BufWriter, Write},
     path::PathBuf,
 };
@@ -17,6 +17,9 @@ impl Drop for Tracer {
 
 impl Tracer {
     pub fn new(path: PathBuf) -> Self {
+        let parent = path.parent().expect("failed to parse parent path");
+        create_dir_all(parent).expect("failed to create trace dir");
+
         let file = File::create(path).expect("failed to create trace file");
         Tracer {
             writer: BufWriter::new(file),
diff --git a/test_runner/performance/test_trace_replay.py b/test_runner/performance/test_trace_replay.py
index 82fdb57ff9..cb52fb4e5e 100644
--- a/test_runner/performance/test_trace_replay.py
+++ b/test_runner/performance/test_trace_replay.py
@@ -10,3 +10,10 @@ def test_trace_replay(neon_env_builder: NeonEnvBuilder):
             "trace_read_requests": "true",
         }
     )
+    timeline = env.neon_cli.create_timeline("test_trace_replay", tenant_id=tenant)
+    pg = env.postgres.create_start("test_trace_replay", "main", tenant)
+
+    pg.safe_psql("select 1;")
+
+    trace_path = env.repo_dir / "traces" / str(tenant) / str(timeline) / str(timeline)
+    assert trace_path.exists()