diff --git a/lib/pry/config/default.rb b/lib/pry/config/default.rb
index 7d441e21..0821f576 100644
--- a/lib/pry/config/default.rb
+++ b/lib/pry/config/default.rb
@@ -119,12 +119,17 @@ class Pry
         },
         history: proc {
           Pry::Config.from_hash({should_save: true, should_load: true}, nil).tap do |history|
-            history.file = File.expand_path("~/.pry_history") rescue nil
-            if history.file.nil?
-              self.should_load_rc = false
-              history.should_save = false
-              history.should_load = false
-            end
+            history_file =
+              if File.exist?(File.expand_path('~/.pry_history'))
+                '~/.pry_history'
+              elsif ENV.key?('XDG_CACHE_HOME') && ENV['XDG_CACHE_HOME'] != ''
+                # See XDG Base Directory Specification at
+                # https://standards.freedesktop.org/basedir-spec/basedir-spec-0.8.html
+                ENV['XDG_CACHE_HOME'] + '/pry/pry_history'
+              else
+                '~/.cache/pry/pry_history'
+              end
+            history.file = File.expand_path(history_file)
           end
         },
         exec_string: proc {
diff --git a/lib/pry/history.rb b/lib/pry/history.rb
index b40dac50..8f1fec55 100644
--- a/lib/pry/history.rb
+++ b/lib/pry/history.rb
@@ -136,6 +136,9 @@ class Pry
       if defined?(@history_file)
         @history_file
       else
+        unless File.exist?(history_file_path)
+          FileUtils.mkdir_p(File.dirname(history_file_path))
+        end
         @history_file = File.open(history_file_path, 'a', 0600).tap do |file|
           file.sync = true
         end