diff --git a/src/ophyd_async/epics/adcore/_hdf_writer.py b/src/ophyd_async/epics/adcore/_hdf_writer.py
index fa8ca03f04..b06bdb368b 100644
--- a/src/ophyd_async/epics/adcore/_hdf_writer.py
+++ b/src/ophyd_async/epics/adcore/_hdf_writer.py
@@ -51,16 +51,19 @@ def __init__(
     async def open(self, multiplier: int = 1) -> Dict[str, DataKey]:
         self._file = None
         info = self._path_provider(device_name=self.hdf.name)
-        file_path = info.directory_path
+
+        # Set the directory creation depth first, since dir creation callback happens
+        # when directory path PV is processed.
+        await self.hdf.create_directory.set(info.create_dir_depth)
+
         await asyncio.gather(
             self.hdf.num_extra_dims.set(0),
             self.hdf.lazy_open.set(True),
             self.hdf.swmr_mode.set(True),
             # See https://github.com/bluesky/ophyd-async/issues/122
-            self.hdf.file_path.set(file_path),
+            self.hdf.file_path.set(info.directory_path),
             self.hdf.file_name.set(info.filename),
             self.hdf.file_template.set("%s/%s.h5"),
-            self.hdf.create_directory.set(info.create_dir_depth),
             self.hdf.file_write_mode.set(FileWriteMode.stream),
             # Never use custom xml layout file but use the one defined
             # in the source code file NDFileHDF5LayoutXML.cpp
@@ -69,7 +72,7 @@ async def open(self, multiplier: int = 1) -> Dict[str, DataKey]:
 
         assert (
             await self.hdf.file_path_exists.get_value()
-        ), f"File path {file_path} for hdf plugin does not exist"
+        ), f"File path {info.directory_path} for hdf plugin does not exist"
 
         # Overwrite num_capture to go forever
         await self.hdf.num_capture.set(0)