SFTP & upload File

Hallo,
I switched from FTP to SFTP.
In FTP mode when I upload a file all folders in the path are automatically created.
Switching in SFTP mode that's doesn't work. If a folder of the file path doesn't exists I receive an error.
I need upload end remove files automatically in SFTP mode, like FTP. Without need to check each component of the file path.
How can I do? There is some option to set?

Thanks!

Do you mean the destination folder or subfolders you are uploading to the destination folder?

Please attach a full session log file showing the problem.