diff --git a/logback-core/src/main/java/ch/qos/logback/core/rolling/FixedWindowRollingPolicy.java b/logback-core/src/main/java/ch/qos/logback/core/rolling/FixedWindowRollingPolicy.java
index 034c720..352c4a6 100644
--- a/logback-core/src/main/java/ch/qos/logback/core/rolling/FixedWindowRollingPolicy.java
+++ b/logback-core/src/main/java/ch/qos/logback/core/rolling/FixedWindowRollingPolicy.java
@@ -130,6 +130,7 @@ public class FixedWindowRollingPolicy extends RollingPolicyBase {
         break;
       case GZ:
       case ZIP:
+        util.createMissingTargetDirsIfNecessary(new File(fileNamePattern.convertInt(minIndex)));
         compressor.compress(getActiveFileName(), fileNamePattern.convertInt(minIndex));
         break;
       }
diff --git a/logback-core/src/main/java/ch/qos/logback/core/rolling/TimeBasedRollingPolicy.java b/logback-core/src/main/java/ch/qos/logback/core/rolling/TimeBasedRollingPolicy.java
index 16be2a8..efcc967 100644
--- a/logback-core/src/main/java/ch/qos/logback/core/rolling/TimeBasedRollingPolicy.java
+++ b/logback-core/src/main/java/ch/qos/logback/core/rolling/TimeBasedRollingPolicy.java
@@ -129,6 +129,7 @@ public class TimeBasedRollingPolicy<E> extends RollingPolicyBase implements
         renameUtil.rename(getParentsRawFileProperty(), elapsedPeriodsFileName);
       } // else { nothing to do if CompressionMode == NONE and parentsRawFileProperty == null }
     } else {
+      renameUtil.createMissingTargetDirsIfNecessary(new File(elapsedPeriodsFileName));
       if (getParentsRawFileProperty() == null) {
         future = asyncCompress(elapsedPeriodsFileName, elapsedPeriodsFileName);
       } else {

diff --git a/logback-core/src/main/java/ch/qos/logback/core/rolling/helper/RenameUtil.java b/logback-core/src/main/java/ch/qos/logback/core/rolling/helper/RenameUtil.java
index c609cc0..d2a493a 100644
--- a/logback-core/src/main/java/ch/qos/logback/core/rolling/helper/RenameUtil.java
+++ b/logback-core/src/main/java/ch/qos/logback/core/rolling/helper/RenameUtil.java
@@ -95,7 +95,7 @@ public class RenameUtil extends ContextAwareBase {
     }
   }

-  void createMissingTargetDirsIfNecessary(File toFile) throws RolloverFailure {
+  public void createMissingTargetDirsIfNecessary(File toFile) throws RolloverFailure {
     if (FileUtil.isParentDirectoryCreationRequired(toFile)) {
       boolean result = FileUtil.createMissingParentDirectories(toFile);
       if (!result) {