diff --git a/src/duckstation/main.cpp b/src/duckstation/main.cpp
index 8da93ee4a..26c114fa3 100644
--- a/src/duckstation/main.cpp
+++ b/src/duckstation/main.cpp
@@ -30,15 +30,6 @@ static int Run(int argc, char* argv[])
     return -1;
   }
 
-  // create display and host interface
-  std::unique_ptr<SDLInterface> host_interface = SDLInterface::Create();
-  if (!host_interface)
-  {
-    Panic("Failed to create host interface");
-    SDL_Quit();
-    return -1;
-  }
-
   // parameters
   const char* filename = nullptr;
   const char* exp1_filename = nullptr;
@@ -59,21 +50,14 @@ static int Run(int argc, char* argv[])
 #undef CHECK_ARG_PARAM
   }
 
-  // create system
-  const bool boot = (filename != nullptr || exp1_filename != nullptr || !state_filename.IsEmpty());
-  if (boot)
+  // create display and host interface
+  std::unique_ptr<SDLInterface> host_interface =
+    SDLInterface::Create(filename, exp1_filename, state_filename.IsEmpty() ? nullptr : state_filename.GetCharArray());
+  if (!host_interface)
   {
-    if (!host_interface->InitializeSystem(filename, exp1_filename))
-    {
-      host_interface.reset();
-      SDL_Quit();
-      return -1;
-    }
-
-    host_interface->ConnectDevices();
-
-    if (!state_filename.IsEmpty())
-      host_interface->LoadState(state_filename);
+    Panic("Failed to create host interface");
+    SDL_Quit();
+    return -1;
   }
 
   // run
diff --git a/src/duckstation/sdl_interface.cpp b/src/duckstation/sdl_interface.cpp
index 7754b35e3..e8984ee3e 100644
--- a/src/duckstation/sdl_interface.cpp
+++ b/src/duckstation/sdl_interface.cpp
@@ -193,7 +193,30 @@ bool SDLInterface::CreateAudioStream()
   return true;
 }
 
-std::unique_ptr<SDLInterface> SDLInterface::Create()
+bool SDLInterface::InitializeSystem(const char* filename, const char* exp1_filename)
+{
+  if (!HostInterface::InitializeSystem(filename, exp1_filename))
+  {
+    SDL_ShowSimpleMessageBox(SDL_MESSAGEBOX_ERROR, "Error", "System initialization failed.", m_window);
+    return false;
+  }
+
+  ConnectDevices();
+  return true;
+}
+
+void SDLInterface::ConnectDevices()
+{
+  m_controller = DigitalController::Create();
+  m_system->SetController(0, m_controller);
+
+  m_memory_card = MemoryCard::Create();
+  m_system->SetMemoryCard(0, m_memory_card);
+}
+
+std::unique_ptr<SDLInterface> SDLInterface::Create(const char* filename /* = nullptr */,
+                                                   const char* exp1_filename /* = nullptr */,
+                                                   const char* save_state_filename /* = nullptr */)
 {
   std::unique_ptr<SDLInterface> intf = std::make_unique<SDLInterface>();
   if (!intf->CreateSDLWindow() || !intf->CreateGLContext() || !intf->CreateImGuiContext() ||
@@ -202,6 +225,16 @@ std::unique_ptr<SDLInterface> SDLInterface::Create()
     return nullptr;
   }
 
+  const bool boot = (filename != nullptr || exp1_filename != nullptr || save_state_filename != nullptr);
+  if (boot)
+  {
+    if (!intf->InitializeSystem(filename, exp1_filename))
+      return nullptr;
+
+    if (save_state_filename)
+      intf->LoadState(save_state_filename);
+  }
+
   return intf;
 }
 
@@ -561,7 +594,7 @@ void SDLInterface::DrawMainMenuBar()
 
     if (ImGui::BeginMenu("Save State"))
     {
-      for (u32 i = 1; i <= 8; i++)
+      for (u32 i = 1; i <= NUM_QUICK_SAVE_STATES; i++)
       {
         if (ImGui::MenuItem(TinyString::FromFormat("State %u", i).GetCharArray()))
           DoSaveState(i);
@@ -842,12 +875,7 @@ void SDLInterface::DoStartDisc()
 
   AddOSDMessage(SmallString::FromFormat("Starting disc from '%s'...", path));
   if (!InitializeSystem(path, nullptr))
-  {
-    SDL_ShowSimpleMessageBox(SDL_MESSAGEBOX_ERROR, "Error", "System initialization failed.", m_window);
     return;
-  }
-
-  ConnectDevices();
 }
 
 void SDLInterface::DoStartBIOS()
@@ -856,16 +884,14 @@ void SDLInterface::DoStartBIOS()
 
   AddOSDMessage("Starting BIOS...");
   if (!InitializeSystem(nullptr, nullptr))
-  {
-    SDL_ShowSimpleMessageBox(SDL_MESSAGEBOX_ERROR, "Error", "System initialization failed.", m_window);
     return;
-  }
-
-  ConnectDevices();
 }
 
 void SDLInterface::DoLoadState(u32 index)
 {
+  if (!HasSystem() && !InitializeSystem(nullptr, nullptr))
+    return;
+
   LoadState(GetSaveStateFilename(index));
   m_last_frame_number = m_system->GetFrameNumber();
   m_last_internal_frame_number = m_system->GetInternalFrameNumber();
@@ -875,18 +901,10 @@ void SDLInterface::DoLoadState(u32 index)
 
 void SDLInterface::DoSaveState(u32 index)
 {
+  Assert(m_system);
   SaveState(GetSaveStateFilename(index));
 }
 
-void SDLInterface::ConnectDevices()
-{
-  m_controller = DigitalController::Create();
-  m_system->SetController(0, m_controller);
-
-  m_memory_card = MemoryCard::Create();
-  m_system->SetMemoryCard(0, m_memory_card);
-}
-
 void SDLInterface::Run()
 {
   m_audio_stream->PauseOutput(false);
diff --git a/src/duckstation/sdl_interface.h b/src/duckstation/sdl_interface.h
index da77908cb..f597cc23e 100644
--- a/src/duckstation/sdl_interface.h
+++ b/src/duckstation/sdl_interface.h
@@ -7,8 +7,8 @@
 #include <SDL.h>
 #include <array>
 #include <deque>
-#include <mutex>
 #include <memory>
+#include <mutex>
 
 class System;
 class DigitalController;
@@ -21,22 +21,24 @@ public:
   SDLInterface();
   ~SDLInterface();
 
-  static std::unique_ptr<SDLInterface> Create();
+  static std::unique_ptr<SDLInterface> Create(const char* filename = nullptr, const char* exp1_filename = nullptr,
+                                              const char* save_state_filename = nullptr);
 
   static TinyString GetSaveStateFilename(u32 index);
 
-  void SetDisplayTexture(GL::Texture* texture, u32 offset_x, u32 offset_y, u32 width, u32 height, float aspect_ratio) override;
+  void SetDisplayTexture(GL::Texture* texture, u32 offset_x, u32 offset_y, u32 width, u32 height,
+                         float aspect_ratio) override;
 
   void ReportMessage(const char* message) override;
 
   // Adds OSD messages, duration is in seconds.
   void AddOSDMessage(const char* message, float duration = 2.0f) override;
 
-  void ConnectDevices();
-
   void Run();
 
 private:
+  static constexpr u32 NUM_QUICK_SAVE_STATES = 10;
+
   struct OSDMessage
   {
     String text;
@@ -44,12 +46,17 @@ private:
     float duration;
   };
 
+  bool HasSystem() const { return static_cast<bool>(m_system); }
+
   bool CreateSDLWindow();
   bool CreateGLContext();
   bool CreateImGuiContext();
   bool CreateGLResources();
   bool CreateAudioStream();
 
+  bool InitializeSystem(const char* filename = nullptr, const char* exp1_filename = nullptr);
+  void ConnectDevices();
+
   // We only pass mouse input through if it's grabbed
   bool IsWindowFullscreen() const;
   void DrawImGui();