Is the goal to CREATE the directory if it does not exist? Since space is (unfortunately) now a common character used in filenames I would suggest using some character that is invalid for use in a filename, like | , as the delimiter in your macro call with multiple filenames. If you have commas and parentheses your paths you might need to macro quote the values in the call. Or add physical quotes.  If the paths are already in macro variables like your example I would use %SUPERQ() to add the quoting. %check_existence_directory(paths =%superq(drive_E) |%superq(folder_path_SAS_macro) |%superq(folder_path_Exp108) ) ; Then you can use the %QSCAN() macro function to add macro quoting to the parsed string. %do i=1 %to %sysfunc(countw(&paths,|)); %let path=%qscan(&paths,&i,|); In SAS code you either refer to a file using a quoted physical path or you could use the FILENAME statement to define a short one word name, fileref, that you could use to refer to the file.  The FILEREF() function will test if the string is a existing fileref.   ... View more