diff --git a/pkg/database/keyvalue/block/database_test.go b/pkg/database/keyvalue/block/database_test.go
index 996ff17e7..d2b6722c6 100644
--- a/pkg/database/keyvalue/block/database_test.go
+++ b/pkg/database/keyvalue/block/database_test.go
@@ -11,6 +11,7 @@ import (
 	"fmt"
 	"math/big"
 	"os"
+	"path/filepath"
 	"strings"
 	"testing"
 	"time"
@@ -92,7 +93,7 @@ func TestDelete(t *testing.T) {
 func newOpener(t testing.TB) kvtest.Opener {
 	path := t.TempDir()
 	return func() (keyvalue.Beginner, error) {
-		return Open(path)
+		return Open(filepath.Join(path, "test.db"))
 	}
 }
 
diff --git a/pkg/database/keyvalue/block/index_file.go b/pkg/database/keyvalue/block/index_file.go
index 355dcca2c..3c8072bcc 100644
--- a/pkg/database/keyvalue/block/index_file.go
+++ b/pkg/database/keyvalue/block/index_file.go
@@ -10,7 +10,9 @@ import (
 	stdbin "encoding/binary"
 	stderr "errors"
 	"fmt"
+	"io/fs"
 	"os"
+	"path/filepath"
 	"sort"
 	"sync/atomic"
 	"unsafe"
@@ -28,6 +30,12 @@ type indexFile struct {
 }
 
 func newIndexFile(name string, level int) (_ *indexFile, err error) {
+	// Ensure the directory exists
+	err = os.Mkdir(filepath.Dir(name), 0700)
+	if err != nil && !errors.Is(err, fs.ErrExist) {
+		return nil, err
+	}
+
 	f := new(indexFile)
 	f.level = level
 	f.file, err = ioutil.OpenMappedFile(name, os.O_RDWR|os.O_CREATE|os.O_EXCL, 0600)
diff --git a/pkg/database/keyvalue/block/index_file_tree.go b/pkg/database/keyvalue/block/index_file_tree.go
index ccaded1c4..ddaa74ea8 100644
--- a/pkg/database/keyvalue/block/index_file_tree.go
+++ b/pkg/database/keyvalue/block/index_file_tree.go
@@ -8,6 +8,7 @@ package block
 
 import (
 	"bytes"
+	"io/fs"
 	"os"
 	"path/filepath"
 	"regexp"
@@ -53,7 +54,13 @@ func openIndexFileTree(cfg *config) (_ *indexFileTree, err error) {
 	defer closeIfError(&err, s)
 
 	entries, err := os.ReadDir(cfg.path)
-	if err != nil {
+	switch {
+	case err == nil,
+		errors.Is(err, fs.ErrNotExist):
+		// Directory exists, or doesn't
+
+	default:
+		// Some other error
 		return nil, err
 	}