Save pandas csv to sub-directory

I am trying to save the output of the following code to a subdirectory:

for gp in g:
    filename = gp[0] + '.csv'
    print(filename)
    gp[1].to_csv(filename)

I have created the subdirectory first:

os.makedirs('MonthlyDataSplit')

But I can't find any information as to how to use to_csv to save to a subdirectory rather than the current directory. One approach I was thinking was to use the with "MonthlyDataSplit" open as directory but I can only find the equivalent for opening a file in a subdirectory.