Index: src/Appender/RollingFileAppender.cs
===================================================================
--- src/Appender/RollingFileAppender.cs	(revision 1384670)
+++ src/Appender/RollingFileAppender.cs	(working copy)
@@ -813,7 +813,7 @@
 
 					if (!(last.ToString(m_datePattern,System.Globalization.DateTimeFormatInfo.InvariantInfo).Equals(m_now.ToString(m_datePattern, System.Globalization.DateTimeFormatInfo.InvariantInfo)))) 
 					{
-						m_scheduledFilename = m_baseFileName + last.ToString(m_datePattern, System.Globalization.DateTimeFormatInfo.InvariantInfo);
+						m_scheduledFilename = CombinePath(m_baseFileName, last.ToString(m_datePattern, System.Globalization.DateTimeFormatInfo.InvariantInfo));
 						LogLog.Debug(declaringType, "Initial roll over to ["+m_scheduledFilename+"]");
 						RollOverTime(false);
 						LogLog.Debug(declaringType, "curSizeRollBackups after rollOver at ["+m_curSizeRollBackups+"]");
Index: tests/src/Appender/RollingFileAppenderTest.cs
===================================================================
--- tests/src/Appender/RollingFileAppenderTest.cs	(revision 1384670)
+++ tests/src/Appender/RollingFileAppenderTest.cs	(working copy)
@@ -1835,6 +1835,33 @@
 		}
 
 		/// <summary>
+		/// Tests that <see cref="RollingFileAppender.PreserveLogFileNameExtension"/>
+		/// is used for a <see cref="RollingFileAppender.RollingMode.Date"/> configuration
+		/// </summary>
+		[Test]
+		// LOG4NET-337
+		public void TestInitializeRollBackups5()
+		{
+			RollingFileAppender appender = new RollingFileAppender();
+			appender.File = c_fileName;
+			appender.RollingStyle = RollingFileAppender.RollingMode.Date;
+			appender.PreserveLogFileNameExtension = true;
+
+			DateTime yesterday = DateTime.Now.AddDays(-1);
+
+			CreateFile(0);
+			new FileInfo(appender.File).LastWriteTime = yesterday;
+
+			appender.ActivateOptions();
+
+			string fileName = (string)Utils.InvokeMethod(appender, "CombinePath", appender.File, yesterday.ToString(appender.DatePattern, System.Globalization.DateTimeFormatInfo.InvariantInfo));
+
+			Assert.IsTrue(File.Exists(fileName));
+
+			File.Delete(fileName);
+		}
+
+		/// <summary>
 		/// 
 		/// </summary>
 		[Test, Ignore("Not Implemented: Want to test counted files limited up, to see that others are ?? ignored? deleted?")]