diff --git a/CHANGELOG.md b/CHANGELOG.md
index bb7f9e7e2a..7791839f8d 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -34,6 +34,7 @@ We use *breaking* word for marking changes that are not backward compatible (rel
 
 - [#1525](https://github.com/thanos-io/thanos/pull/1525) Thanos now deletes block's file in correct order allowing to detect partial blocks without problems.
 - [#1505](https://github.com/thanos-io/thanos/pull/1505) Thanos store now removes invalid local cache blocks.
+- [#1587](https://github.com/thanos-io/thanos/pull/1587) Cleanup all cache dirs after each compaction run.
 - [#1582](https://github.com/thanos-io/thanos/pull/1582) Thanos rule correctly parses Alertmanager URL if there is more `+` in it.
 
 ## v0.7.0 - 2019.09.02
diff --git a/cmd/thanos/compact.go b/cmd/thanos/compact.go
index fdd6e50c9b..12f6573a0e 100644
--- a/cmd/thanos/compact.go
+++ b/cmd/thanos/compact.go
@@ -295,7 +295,7 @@ func runCompact(
 
 		// Generate index file.
 		if generateMissingIndexCacheFiles {
-			if err := genMissingIndexCacheFiles(ctx, logger, bkt, indexCacheDir); err != nil {
+			if err := genMissingIndexCacheFiles(ctx, logger, reg, bkt, indexCacheDir); err != nil {
 				return err
 			}
 		}
@@ -343,8 +343,19 @@ func runCompact(
 	return nil
 }
 
+const (
+	MetricIndexGenerateName = "thanos_compact_generated_index_total"
+	MetricIndexGenerateHelp = "Total number of generated indexes."
+)
+
 // genMissingIndexCacheFiles scans over all blocks, generates missing index cache files and uploads them to object storage.
-func genMissingIndexCacheFiles(ctx context.Context, logger log.Logger, bkt objstore.Bucket, dir string) error {
+func genMissingIndexCacheFiles(ctx context.Context, logger log.Logger, reg *prometheus.Registry, bkt objstore.Bucket, dir string) error {
+	genIndex := prometheus.NewCounter(prometheus.CounterOpts{
+		Name: MetricIndexGenerateName,
+		Help: MetricIndexGenerateHelp,
+	})
+	reg.MustRegister(genIndex)
+
 	if err := os.RemoveAll(dir); err != nil {
 		return errors.Wrap(err, "clean index cache directory")
 	}
@@ -395,6 +406,7 @@ func genMissingIndexCacheFiles(ctx context.Context, logger log.Logger, bkt objst
 		if err := generateIndexCacheFile(ctx, bkt, logger, dir, meta); err != nil {
 			return err
 		}
+		genIndex.Inc()
 	}
 
 	level.Info(logger).Log("msg", "generating index cache files is done, you can remove startup argument `index.generate-missing-cache-file`")
diff --git a/cmd/thanos/downsample.go b/cmd/thanos/downsample.go
index a9dd739a52..b6b2397127 100644
--- a/cmd/thanos/downsample.go
+++ b/cmd/thanos/downsample.go
@@ -144,6 +144,13 @@ func downsampleBucket(
 	if err := os.MkdirAll(dir, 0777); err != nil {
 		return errors.Wrap(err, "create dir")
 	}
+
+	defer func() {
+		if err := os.RemoveAll(dir); err != nil {
+			level.Error(logger).Log("msg", "failed to remove downsample cache directory", "path", dir, "err", err)
+		}
+	}()
+
 	var metas []*metadata.Meta
 
 	err := bkt.Iter(ctx, "", func(name string) error {
diff --git a/cmd/thanos/main_test.go b/cmd/thanos/main_test.go
new file mode 100644
index 0000000000..138ce52579
--- /dev/null
+++ b/cmd/thanos/main_test.go
@@ -0,0 +1,128 @@
+package main
+
+import (
+	"context"
+	"io/ioutil"
+	"os"
+	"path"
+
+	"testing"
+	"time"
+
+	"github.com/go-kit/kit/log"
+	"github.com/oklog/ulid"
+	"github.com/prometheus/client_golang/prometheus"
+	promtest "github.com/prometheus/client_golang/prometheus/testutil"
+	"github.com/prometheus/prometheus/tsdb"
+	"github.com/prometheus/prometheus/tsdb/labels"
+	"github.com/thanos-io/thanos/pkg/block"
+	"github.com/thanos-io/thanos/pkg/compact"
+	"github.com/thanos-io/thanos/pkg/compact/downsample"
+	"github.com/thanos-io/thanos/pkg/objstore"
+	"github.com/thanos-io/thanos/pkg/objstore/inmem"
+	"github.com/thanos-io/thanos/pkg/testutil"
+)
+
+func TestCleanupCompactCacheFolder(t *testing.T) {
+	ctx, logger, dir, _, bkt, actReg := bootstrap(t)
+	defer func() { testutil.Ok(t, os.RemoveAll(dir)) }()
+
+	sy, err := compact.NewSyncer(logger, actReg, bkt, 0*time.Second, 1, false, nil)
+	testutil.Ok(t, err)
+
+	expReg := prometheus.NewRegistry()
+	syncExp := prometheus.NewCounter(prometheus.CounterOpts{
+		Name: compact.MetricSyncMetaName,
+		Help: compact.MetricSyncMetaHelp,
+	})
+	expReg.MustRegister(syncExp)
+
+	testutil.GatherAndCompare(t, expReg, actReg, compact.MetricSyncMetaName)
+
+	comp, err := tsdb.NewLeveledCompactor(ctx, nil, logger, []int64{1}, nil)
+	testutil.Ok(t, err)
+
+	bComp, err := compact.NewBucketCompactor(logger, sy, comp, dir, bkt, 1)
+	testutil.Ok(t, err)
+
+	// Even with with a single uploaded block the bucker compactor needs to
+	// downloads the meta file to plan the compaction groups.
+	testutil.Ok(t, bComp.Compact(ctx))
+
+	syncExp.Inc()
+
+	testutil.GatherAndCompare(t, expReg, actReg, compact.MetricSyncMetaName)
+
+	_, err = os.Stat(dir)
+	testutil.Assert(t, os.IsNotExist(err), "index cache dir shouldn't not exist at the end of execution")
+
+}
+
+func TestCleanupIndexCacheFolder(t *testing.T) {
+	ctx, logger, dir, _, bkt, actReg := bootstrap(t)
+	defer func() { testutil.Ok(t, os.RemoveAll(dir)) }()
+
+	expReg := prometheus.NewRegistry()
+	genIndexExp := prometheus.NewCounter(prometheus.CounterOpts{
+		Name: MetricIndexGenerateName,
+		Help: MetricIndexGenerateHelp,
+	})
+	expReg.MustRegister(genIndexExp)
+
+	testutil.GatherAndCompare(t, expReg, actReg, compact.MetricSyncMetaName)
+
+	testutil.Ok(t, genMissingIndexCacheFiles(ctx, logger, actReg, bkt, dir))
+
+	genIndexExp.Inc()
+	testutil.GatherAndCompare(t, expReg, actReg, compact.MetricSyncMetaName)
+
+	_, err := os.Stat(dir)
+	testutil.Assert(t, os.IsNotExist(err), "index cache dir shouldn't not exist at the end of execution")
+}
+
+func TestCleanupDownsampleCacheFolder(t *testing.T) {
+	ctx, logger, dir, blckID, bkt, reg := bootstrap(t)
+	defer func() { testutil.Ok(t, os.RemoveAll(dir)) }()
+
+	meta, err := block.DownloadMeta(ctx, logger, bkt, blckID)
+	testutil.Ok(t, err)
+
+	metrics := newDownsampleMetrics(reg)
+	testutil.Equals(t, 0.0, promtest.ToFloat64(metrics.downsamples.WithLabelValues(compact.GroupKey(meta))))
+	testutil.Ok(t, downsampleBucket(ctx, logger, metrics, bkt, dir))
+	testutil.Equals(t, 1.0, promtest.ToFloat64(metrics.downsamples.WithLabelValues(compact.GroupKey(meta))))
+
+	_, err = os.Stat(dir)
+	testutil.Assert(t, os.IsNotExist(err), "index cache dir shouldn't not exist at the end of execution")
+}
+
+func bootstrap(t *testing.T) (context.Context, log.Logger, string, ulid.ULID, objstore.Bucket, *prometheus.Registry) {
+	logger := log.NewLogfmtLogger(os.Stderr)
+	dir, err := ioutil.TempDir("", "test-compact-cleanup")
+	testutil.Ok(t, err)
+
+	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
+	defer cancel()
+
+	bkt := inmem.NewBucket()
+	var blckID ulid.ULID
+
+	// Create and upload a single block to the bucker.
+	// The compaction will download the meta block of
+	// this block to plan the compaction groups.
+	{
+		blckID, err = testutil.CreateBlock(
+			ctx,
+			dir,
+			[]labels.Labels{
+				{{Name: "a", Value: "1"}},
+			},
+			1, 0, downsample.DownsampleRange0+1, // Pass the minimum DownsampleRange0 check.
+			labels.Labels{{Name: "e1", Value: "1"}},
+			downsample.ResLevel0)
+		testutil.Ok(t, err)
+		testutil.Ok(t, block.Upload(ctx, logger, bkt, path.Join(dir, blckID.String())))
+	}
+
+	return ctx, logger, dir, blckID, bkt, prometheus.NewRegistry()
+}
diff --git a/go.mod b/go.mod
index 8caf93352c..77568fe388 100644
--- a/go.mod
+++ b/go.mod
@@ -34,6 +34,7 @@ require (
 	github.com/opentracing/opentracing-go v1.1.0
 	github.com/pkg/errors v0.8.1
 	github.com/prometheus/client_golang v1.1.0
+	github.com/prometheus/client_model v0.0.0-20190812154241-14fe0d1b01d4
 	github.com/prometheus/common v0.6.0
 	github.com/prometheus/prometheus v1.8.2-0.20190913102521-8ab628b35467 // v1.8.2 is misleading as Prometheus does not have v2 module.
 	github.com/uber-go/atomic v1.4.0 // indirect
diff --git a/pkg/compact/compact.go b/pkg/compact/compact.go
index 6f0f14604b..348a0aa26b 100644
--- a/pkg/compact/compact.go
+++ b/pkg/compact/compact.go
@@ -67,13 +67,19 @@ type syncerMetrics struct {
 	compactionFailures        *prometheus.CounterVec
 }
 
+const (
+	MetricSyncMetaName = "thanos_compact_sync_meta_total"
+	MetricSyncMetaHelp = "Total number of sync meta operations."
+)
+
 func newSyncerMetrics(reg prometheus.Registerer) *syncerMetrics {
 	var m syncerMetrics
 
 	m.syncMetas = prometheus.NewCounter(prometheus.CounterOpts{
-		Name: "thanos_compact_sync_meta_total",
-		Help: "Total number of sync meta operations.",
+		Name: MetricSyncMetaName,
+		Help: MetricSyncMetaHelp,
 	})
+
 	m.syncMetaFailures = prometheus.NewCounter(prometheus.CounterOpts{
 		Name: "thanos_compact_sync_meta_failures_total",
 		Help: "Total number of failed sync meta operations.",
@@ -1001,6 +1007,11 @@ func NewBucketCompactor(
 
 // Compact runs compaction over bucket.
 func (c *BucketCompactor) Compact(ctx context.Context) error {
+	defer func() {
+		if err := os.RemoveAll(c.compactDir); err != nil {
+			level.Error(c.logger).Log("msg", "failed to remove compaction cache directory", "path", c.compactDir, "err", err)
+		}
+	}()
 	// Loop over bucket and compact until there's no work left.
 	for {
 		var (
diff --git a/pkg/testutil/testutil.go b/pkg/testutil/testutil.go
index 53ab6bbe59..f4a3933fb4 100644
--- a/pkg/testutil/testutil.go
+++ b/pkg/testutil/testutil.go
@@ -28,6 +28,9 @@ import (
 	"reflect"
 	"runtime"
 	"testing"
+
+	"github.com/prometheus/client_golang/prometheus"
+	dto "github.com/prometheus/client_model/go"
 )
 
 // Assert fails the test if the condition is false.
@@ -71,3 +74,25 @@ func Equals(tb testing.TB, exp, act interface{}, v ...interface{}) {
 		tb.FailNow()
 	}
 }
+
+// GatherAndCompare compares the metrics of a Gatherers pair.
+func GatherAndCompare(t *testing.T, g1 prometheus.Gatherer, g2 prometheus.Gatherer, filter string) {
+	g1m, err := g1.Gather()
+	Ok(t, err)
+	g2m, err := g2.Gather()
+	Ok(t, err)
+
+	var m1 *dto.MetricFamily
+	for _, m := range g1m {
+		if *m.Name == filter {
+			m1 = m
+		}
+	}
+	var m2 *dto.MetricFamily
+	for _, m := range g2m {
+		if *m.Name == filter {
+			m2 = m
+		}
+	}
+	Equals(t, m1.String(), m2.String())
+}