diff --git a/homeassistant/components/recorder/statistics.py b/homeassistant/components/recorder/statistics.py
index 5310c8ed9f3..49b1f890a74 100644
--- a/homeassistant/components/recorder/statistics.py
+++ b/homeassistant/components/recorder/statistics.py
@@ -9,6 +9,7 @@ from datetime import datetime, timedelta
 from itertools import chain, groupby
 import json
 import logging
+import os
 import re
 from statistics import mean
 from typing import TYPE_CHECKING, Any, Literal
@@ -365,8 +366,10 @@ def delete_duplicates(instance: Recorder, session: scoped_session) -> None:
 
     if non_identical_duplicates:
         isotime = dt_util.utcnow().isoformat()
-        backup_file_name = f"deleted_statistics.{isotime}.json"
+        backup_file_name = f".deleted_statistics/deleted_statistics.{isotime}.json"
         backup_path = instance.hass.config.path(backup_file_name)
+
+        os.makedirs(os.path.dirname(backup_path), exist_ok=True)
         with open(backup_path, "w", encoding="utf8") as backup_file:
             json.dump(
                 non_identical_duplicates,
diff --git a/tests/components/recorder/test_statistics.py b/tests/components/recorder/test_statistics.py
index bd10d1e9612..77055b172ce 100644
--- a/tests/components/recorder/test_statistics.py
+++ b/tests/components/recorder/test_statistics.py
@@ -993,7 +993,7 @@ def test_delete_duplicates_non_identical(caplog, tmpdir):
     assert "Found duplicated" not in caplog.text
 
     isotime = dt_util.utcnow().isoformat()
-    backup_file_name = f"deleted_statistics.{isotime}.json"
+    backup_file_name = f".deleted_statistics/deleted_statistics.{isotime}.json"
 
     with open(hass.config.path(backup_file_name)) as backup_file:
         backup = json.load(backup_file)