diff --git a/contrib/gunicorn.conf.py b/contrib/gunicorn.conf.py
index 14e2a61..6b732a3 100644
--- a/contrib/gunicorn.conf.py
+++ b/contrib/gunicorn.conf.py
@@ -5,6 +5,7 @@ import os
 def on_starting(server):
     multiprocess_dir = os.environ["prometheus_multiproc_dir"]
     shutil.rmtree(multiprocess_dir)
+    os.mkdir(multiprocess_dir)
 
 def child_exit(server, worker):
     multiprocess.mark_process_dead(worker.pid)
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