diff --git a/build/Test.targets b/build/Test.targets
index f9642c6a35..8acdf37997 100644
--- a/build/Test.targets
+++ b/build/Test.targets
@@ -52,6 +52,7 @@
           DependsOnTargets="Init;
                             SetupTestProjectData">
     <MakeDir Directories="$(TestPackagesDir)" Condition="!Exists('$(TestPackagesDir)')"/>
+    <MakeDir Directories="$(TestArtifactsDir)" Condition="!Exists('$(TestArtifactsDir)')"/>
 
     <WriteLinesToFile Condition="'$(ExternalRestoreSources)' != ''"
                       File="$(ExternalRestoreSourcesTestsContainer)"