diff --git a/datadog_checks_base/datadog_checks/base/checks/base.py b/datadog_checks_base/datadog_checks/base/checks/base.py
index a55f3caca7805..11412df511a61 100644
--- a/datadog_checks_base/datadog_checks/base/checks/base.py
+++ b/datadog_checks_base/datadog_checks/base/checks/base.py
@@ -9,7 +9,7 @@
 import re
 import traceback
 import unicodedata
-from collections import defaultdict
+from collections import defaultdict, deque
 from os.path import basename
 
 import yaml
@@ -212,6 +212,9 @@ class except the :py:meth:`check` method but sometimes it might be useful for a
         if metric_limit > 0:
             self.metric_limiter = Limiter(self.name, 'metrics', metric_limit, self.warning)
 
+        # Functions that will be called exactly once (if successful) before the first check run
+        self.check_initializations = deque()
+
     @staticmethod
     def load_config(yaml_str):
         """
@@ -600,6 +603,14 @@ def check(self, instance):
 
     def run(self):
         try:
+            while self.check_initializations:
+                initialization = self.check_initializations.popleft()
+                try:
+                    initialization()
+                except Exception:
+                    self.check_initializations.appendleft(initialization)
+                    raise
+
             instance = copy.deepcopy(self.instances[0])
 
             if 'set_breakpoint' in self.init_config:
diff --git a/datadog_checks_base/tests/test_agent_check.py b/datadog_checks_base/tests/test_agent_check.py
index 089ddb9f198b8..483d97b3a2ab9 100644
--- a/datadog_checks_base/tests/test_agent_check.py
+++ b/datadog_checks_base/tests/test_agent_check.py
@@ -376,3 +376,51 @@ def test_metric_limit_instance_config_zero(self, aggregator):
             check.gauge("metric", 0)
         assert len(check.get_warnings()) == 1  # get_warnings resets the array
         assert len(aggregator.metrics("metric")) == 10
+
+
+class TestCheckInitializations:
+    def test_success_only_once(self):
+        class TestCheck(AgentCheck):
+            def __init__(self, *args, **kwargs):
+                super(TestCheck, self).__init__(*args, **kwargs)
+                self.state = 1
+                self.initialize = mock.MagicMock(side_effect=self._initialize)
+                self.check_initializations.append(self.initialize)
+
+            def _initialize(self):
+                self.state += 1
+                if self.state % 2:
+                    raise Exception('is odd')
+
+            def check(self, _):
+                pass
+
+        check = TestCheck('test', {}, [{}])
+        check.run()
+        check.run()
+        check.run()
+
+        assert check.initialize.call_count == 1
+
+    def test_error_retry(self):
+        class TestCheck(AgentCheck):
+            def __init__(self, *args, **kwargs):
+                super(TestCheck, self).__init__(*args, **kwargs)
+                self.state = 0
+                self.initialize = mock.MagicMock(side_effect=self._initialize)
+                self.check_initializations.append(self.initialize)
+
+            def _initialize(self):
+                self.state += 1
+                if self.state % 2:
+                    raise Exception('is odd')
+
+            def check(self, _):
+                pass
+
+        check = TestCheck('test', {}, [{}])
+        check.run()
+        check.run()
+        check.run()
+
+        assert check.initialize.call_count == 2