For Python ≥ 3.5, use pathlib.Path.mkdir:

import pathlib
pathlib.Path("/tmp/path/to/desired/directory").mkdir(parents=True, exist_ok=True)

The exist_ok parameter was added in Python 3.5.

For Python ≥ 3.2, os.makedirs has an optional third argument exist_ok that, when True, enables the mkdir -p functionality—unless mode is provided and the existing directory has different permissions than the intended ones; in that case, OSError is raised as previously:

import os
os.makedirs("/tmp/path/to/desired/directory", exist_ok=True)

For even older versions of Python, you can use os.makedirs and ignore the error:

import errno    
import os

def mkdir_p(path):
    except OSError as exc:  # Python ≥ 2.5
        if exc.errno == errno.EEXIST and os.path.isdir(path):
        # possibly handle other errno cases here, otherwise finally: