diff --git a/pytensor/link/numba/cache.py b/pytensor/link/numba/cache.py
index 09d3c05830..e9012ccdc4 100644
--- a/pytensor/link/numba/cache.py
+++ b/pytensor/link/numba/cache.py
@@ -11,7 +11,7 @@
 
 
 NUMBA_CACHE_PATH = config.base_compiledir / "numba"
-NUMBA_CACHE_PATH.mkdir(exist_ok=True)
+NUMBA_CACHE_PATH.mkdir(parents=True, exist_ok=True)
 CACHED_SRC_FUNCTIONS: WeakKeyDictionary[Callable, str] = WeakKeyDictionary()