diff --git a/.ci/azure-build.yml b/.ci/azure-build.yml
index fbe674c7..ab0bf069 100644
--- a/.ci/azure-build.yml
+++ b/.ci/azure-build.yml
@@ -1,4 +1,8 @@
 steps:
+  # Needed on GCC 4.8 docker image for some reason
+  - script: mkdir build
+    displalyName: "Make build directory"
+
   - task: CMake@1
     inputs:
       cmakeArgs: