diff --git a/makefiles/Makefile.third_party.unix.mk b/makefiles/Makefile.third_party.unix.mk
index 8da98206cc..7b379bc339 100644
--- a/makefiles/Makefile.third_party.unix.mk
+++ b/makefiles/Makefile.third_party.unix.mk
@@ -56,8 +56,11 @@ Makefile.local: makefiles/Makefile.third_party.$(SYSTEM).mk
 	@echo "# USE_COINOR = OFF" >> Makefile.local
 	@echo >> Makefile.local
 
+dependencies:
+	mkdir dependencies
+
 cmake_third_party: | dependencies
-	cmake -S . -B dependencies/ -DBUILD_DEPS=ON -DBUILD_EXAMPLES=ON -DBUILD_SAMPLES=ON -DUSE_COINOR=$(USE_COINOR) -DUSE_SCIP=$(USE_SCIP) -DUSE_GLPK=$(USE_GLPK) -DCMAKE_INSTALL_PREFIX=$(OR_ROOT_FULL)
+	cmake -S . -B dependencies -DBUILD_DEPS=ON -DBUILD_EXAMPLES=ON -DBUILD_SAMPLES=ON -DUSE_COINOR=$(USE_COINOR) -DUSE_SCIP=$(USE_SCIP) -DUSE_GLPK=$(USE_GLPK) -DCMAKE_INSTALL_PREFIX=$(OR_ROOT_FULL)
 
 .PHONY: clean_third_party # Clean everything. Remember to also delete archived dependencies, i.e. in the event of download failure, etc.
 clean_third_party:
diff --git a/makefiles/Makefile.third_party.win.mk b/makefiles/Makefile.third_party.win.mk
index d7cd480217..e1d6b0188e 100644
--- a/makefiles/Makefile.third_party.win.mk
+++ b/makefiles/Makefile.third_party.win.mk
@@ -48,6 +48,12 @@ Makefile.local: makefiles/Makefile.third_party.$(SYSTEM).mk
 	@echo # Paths must be without spaces, try to use 'dir "directory*" /x' to get the shortname without space of each directory >> Makefile.local
 	@echo #   e.g. dir "%ProgramFiles%*" /x >> Makefile.local
 
+dependencies:
+	mkdir dependencies
+
+cmake_third_party: | dependencies
+	cmake -S . -B dependencies -DBUILD_DEPS=ON -DBUILD_EXAMPLES=ON -DBUILD_SAMPLES=ON -DUSE_COINOR=$(USE_COINOR) -DUSE_SCIP=$(USE_SCIP) -DUSE_GLPK=$(USE_GLPK) -DCMAKE_INSTALL_PREFIX=$(OR_ROOT_FULL)
+
 .PHONY: clean_third_party # Clean everything. Remember to also delete archived dependencies, i.e. in the event of download failure, etc.
 clean_third_party:
 	-$(DEL) Makefile.local