diff --git a/docs/versionhistory.rst b/docs/versionhistory.rst
index e8eda3c1..9614762c 100644
--- a/docs/versionhistory.rst
+++ b/docs/versionhistory.rst
@@ -60,6 +60,8 @@ APScheduler, see the :doc:`migration section <migration>`.
   useful and reasonable
 - Fixed race condition in ``MongoDBDataStore`` that allowed multiple schedulers to
   acquire the same schedules at once
+- Changed ``SQLAlchemyDataStore`` to automatically create the explicitly specified
+  schema if it's missing (PR by @zhu0629)
 
 **4.0.0a5**
 
diff --git a/src/apscheduler/datastores/sqlalchemy.py b/src/apscheduler/datastores/sqlalchemy.py
index dd680a87..0c4e8d74 100644
--- a/src/apscheduler/datastores/sqlalchemy.py
+++ b/src/apscheduler/datastores/sqlalchemy.py
@@ -48,6 +48,7 @@
 )
 from sqlalchemy.ext.asyncio import AsyncConnection, AsyncEngine, create_async_engine
 from sqlalchemy.future import Connection, Engine
+from sqlalchemy.schema import CreateSchema
 from sqlalchemy.sql import Executable
 from sqlalchemy.sql.ddl import DropTable
 from sqlalchemy.sql.elements import BindParameter, literal
@@ -389,6 +390,12 @@ async def start(
         async for attempt in self._retry():
             with attempt:
                 async with self._begin_transaction() as conn:
+                    # Create the schema first if it doesn't exist yet
+                    if self.schema:
+                        await self._execute(
+                            conn, CreateSchema(name=self.schema, if_not_exists=True)
+                        )
+
                     if self.start_from_scratch:
                         for table in self._metadata.sorted_tables:
                             await self._execute(conn, DropTable(table, if_exists=True))