How to create a new file together with missing parent directories?

Have you tried this?

file.getParentFile().mkdirs();
file.createNewFile();

I don't know of a single method call that will do this, but it's pretty easy as two statements.

As of java7, you can also use NIO2 API:

void createFile() throws IOException {
    Path fp = Paths.get("dir1/dir2/newfile.txt");
    Files.createDirectories(fp.getParent());
    Files.createFile(fp);
}