diff --git a/windsock/src/data.rs b/windsock/src/data.rs
index 76242e9..a7546ed 100644
--- a/windsock/src/data.rs
+++ b/windsock/src/data.rs
@@ -1,6 +1,20 @@
 use std::path::PathBuf;
+use std::sync::OnceLock;
+
+static INITIALIZED_PATH: OnceLock<()> = OnceLock::new();
 
 pub fn windsock_path() -> PathBuf {
+    let path = windsock_path_inner();
+
+    // Create the directory only the first time this function is called during program execution.
+    if INITIALIZED_PATH.set(()).is_ok() {
+        std::fs::create_dir_all(&path).unwrap();
+    }
+
+    path
+}
+
+fn windsock_path_inner() -> PathBuf {
     // If we are run via cargo (we are in a target directory) use the target directory for storage.
     // Otherwise just fallback to the current working directory.
     let mut path = std::env::current_exe().unwrap();