diff --git a/scripts/set-mac-defaults.sh b/scripts/set-mac-defaults.sh
index a246d61..019b14c 100755
--- a/scripts/set-mac-defaults.sh
+++ b/scripts/set-mac-defaults.sh
@@ -27,7 +27,8 @@ defaults write com.apple.dock autohide -bool true
 # Delete all apps from dock, so we can add our own
 defaults write com.apple.dock persistent-apps -array
 
-# Save screenshots to the desktop
+# Save screenshots to a Screenshots folder
+mkdir -p ${HOME}/Documents/Screenshots
 defaults write com.apple.screencapture location -string "${HOME}/Documents/Screenshots"
 
 # Don’t display the annoying prompt when quitting iTerm