diff --git a/plugins/GSdx/GSCapture.cpp b/plugins/GSdx/GSCapture.cpp
index 54f1791dc6..0c451af6c4 100644
--- a/plugins/GSdx/GSCapture.cpp
+++ b/plugins/GSdx/GSCapture.cpp
@@ -22,9 +22,7 @@
 #include "stdafx.h"
 #include "GSCapture.h"
 #include "GSPng.h"
-#ifdef __linux__
-#include <sys/stat.h> // mkdir
-#endif
+#include "GSUtil.h"
 
 #ifdef _WINDOWS
 
@@ -482,7 +480,7 @@ bool GSCapture::BeginCapture(float fps, GSVector2i recomendedResolution, float a
 
 #elif __linux__
 	// Note I think it doesn't support multiple depth creation
-	mkdir(m_out_dir.c_str(), 0777);
+	GSmkdir(m_out_dir.c_str());
 
 	// Really cheap recording
 	m_frame = 0;
diff --git a/plugins/GSdx/GSState.cpp b/plugins/GSdx/GSState.cpp
index f515e00e15..b6b66fd038 100644
--- a/plugins/GSdx/GSState.cpp
+++ b/plugins/GSdx/GSState.cpp
@@ -23,10 +23,6 @@
 #include "GSState.h"
 #include "GSdx.h"
 
-#ifdef __linux__
-#include <sys/stat.h> // mkdir
-#endif
-
 //#define Offset_ST  // Fixes Persona3 mini map alignment which is off even in software rendering
 
 static int s_crc_hack_level = 3;
@@ -59,8 +55,8 @@ GSState::GSState()
 	s_savel = theApp.GetConfig("savel", 5000);
 #ifdef __linux__
 	if (s_dump) {
-		mkdir("/tmp/GS_HW_dump", 0777);
-		mkdir("/tmp/GS_SW_dump", 0777);
+		GSmkdir("/tmp/GS_HW_dump");
+		GSmkdir("/tmp/GS_SW_dump");
 	}
 #endif
 
diff --git a/plugins/GSdx/GSUtil.cpp b/plugins/GSdx/GSUtil.cpp
index 02950970b5..c43138a804 100644
--- a/plugins/GSdx/GSUtil.cpp
+++ b/plugins/GSdx/GSUtil.cpp
@@ -415,4 +415,12 @@ D3D_FEATURE_LEVEL GSUtil::CheckDirect3D11Level(IDXGIAdapter *adapter, D3D_DRIVER
 	return SUCCEEDED(hr) ? level : (D3D_FEATURE_LEVEL)0;
 }
 
+#else
+
+void GSmkdir(const char* dir)
+{
+	if (mkdir(dir, 0777))
+		fprintf(stderr, "Failed to create directory: %s\n", dir);
+}
+
 #endif
diff --git a/plugins/GSdx/GSUtil.h b/plugins/GSdx/GSUtil.h
index 5a722cd251..61182addaf 100644
--- a/plugins/GSdx/GSUtil.h
+++ b/plugins/GSdx/GSUtil.h
@@ -65,3 +65,6 @@ public:
 #endif
 };
 
+#ifdef __linux__
+void GSmkdir(const char* dir);
+#endif
diff --git a/plugins/GSdx/stdafx.h b/plugins/GSdx/stdafx.h
index ed38710a96..d1b16d3e5e 100644
--- a/plugins/GSdx/stdafx.h
+++ b/plugins/GSdx/stdafx.h
@@ -116,6 +116,10 @@ using namespace std;
 using namespace stdext;
 #endif
 
+#ifdef __linux__
+#include <sys/stat.h> // mkdir
+#endif
+
 #ifdef _WINDOWS
 
 	// Note use GL/glcorearb.h on the future