diff --git a/minimal-notebook/jupyter_notebook_config.py b/minimal-notebook/jupyter_notebook_config.py
index 74ecdc11..9709bae2 100644
--- a/minimal-notebook/jupyter_notebook_config.py
+++ b/minimal-notebook/jupyter_notebook_config.py
@@ -2,6 +2,7 @@
 from jupyter_core.paths import jupyter_data_dir
 import subprocess
 import os
+import errno
 
 PEM_FILE = os.path.join(jupyter_data_dir(), 'notebook.pem')
 
@@ -13,6 +14,14 @@ c.NotebookApp.open_browser = False
 # Set a certificate if USE_HTTPS is set to any value
 if 'USE_HTTPS' in os.environ:
     if not os.path.isfile(PEM_FILE):
+        # Ensure PEM_FILE directory exists
+        dir_name = os.path.dirname(PEM_FILE)
+        try:
+            os.makedirs(dir_name)
+        except OSError as exc: # Python >2.5
+            if exc.errno == errno.EEXIST and os.path.isdir(dir_name):
+                pass
+            else: raise
         # Generate a certificate if one doesn't exist on disk
         subprocess.check_call(['openssl', 'req', '-new', 
             '-newkey', 'rsa:2048', '-days', '365', '-nodes', '-x509',