diff --git a/constraints/3.10.txt b/constraints/3.10.txt
index 52c0872f..864aac11 100644
--- a/constraints/3.10.txt
+++ b/constraints/3.10.txt
@@ -1,3 +1,4 @@
+azure-identity==1.17.1
 dill==0.3.9
 pillow==10.4.0
 psutil==6.1.0
diff --git a/constraints/3.11.txt b/constraints/3.11.txt
index 52c0872f..864aac11 100644
--- a/constraints/3.11.txt
+++ b/constraints/3.11.txt
@@ -1,3 +1,4 @@
+azure-identity==1.17.1
 dill==0.3.9
 pillow==10.4.0
 psutil==6.1.0
diff --git a/rdagent/app/kaggle/conf.py b/rdagent/app/kaggle/conf.py
index 13a4d5db..f8f36df1 100644
--- a/rdagent/app/kaggle/conf.py
+++ b/rdagent/app/kaggle/conf.py
@@ -44,7 +44,7 @@ class KaggleBasePropSetting(BasePropSetting):
     competition: str = ""
     """Kaggle competition name, e.g., 'sf-crime'"""
 
-    local_data_path: str = "/data/userdata/share/kaggle"
+    local_data_path: str = ""
     """Folder storing Kaggle competition data"""
 
     if_action_choosing_based_on_UCB: bool = False
diff --git a/rdagent/core/exception.py b/rdagent/core/exception.py
index 20ebc6dc..2167ab9d 100644
--- a/rdagent/core/exception.py
+++ b/rdagent/core/exception.py
@@ -42,3 +42,9 @@ class ModelEmptyError(Exception):
     """
     Exceptions raised when no model is generated correctly
     """
+
+
+class KaggleError(Exception):
+    """
+    Exceptions raised when calling Kaggle API
+    """
diff --git a/rdagent/scenarios/kaggle/kaggle_crawler.py b/rdagent/scenarios/kaggle/kaggle_crawler.py
index 38ec0947..f35edb5a 100644
--- a/rdagent/scenarios/kaggle/kaggle_crawler.py
+++ b/rdagent/scenarios/kaggle/kaggle_crawler.py
@@ -15,6 +15,7 @@ from selenium.webdriver.chrome.service import Service
 from selenium.webdriver.common.by import By
 
 from rdagent.app.kaggle.conf import KAGGLE_IMPLEMENT_SETTING
+from rdagent.core.exception import KaggleError
 from rdagent.core.prompts import Prompts
 from rdagent.log import rdagent_logger as logger
 from rdagent.oai.llm_utils import APIBackend
@@ -99,11 +100,28 @@ def crawl_descriptions(competition: str, wait: float = 3.0, force: bool = False)
 def download_data(competition: str, local_path: str = KAGGLE_IMPLEMENT_SETTING.local_data_path) -> None:
     data_path = f"{local_path}/{competition}"
     if not Path(data_path).exists():
-        subprocess.run(["kaggle", "competitions", "download", "-c", competition, "-p", data_path])
+        try:
+            subprocess.run(
+                ["kaggle", "competitions", "download", "-c", competition, "-p", data_path],
+                check=True,
+                stderr=subprocess.PIPE,
+                stdout=subprocess.PIPE,
+            )
+        except subprocess.CalledProcessError as e:
+            logger.error(f"Download failed: {e}, stderr: {e.stderr}, stdout: {e.stdout}")
+            raise KaggleError(f"Download failed: {e}, stderr: {e.stderr}, stdout: {e.stdout}")
 
-        # unzip data
-        with zipfile.ZipFile(f"{data_path}/{competition}.zip", "r") as zip_ref:
-            zip_ref.extractall(data_path)
+    # unzip data
+    unzip_path = f"{local_path}/{competition}"
+    if not Path(unzip_path).exists():
+        unzip_data(unzip_file_path=f"{data_path}/{competition}.zip", unzip_target_path=unzip_path)
+        for sub_zip_file in Path(unzip_path).rglob("*.zip"):
+            unzip_data(sub_zip_file, unzip_target_path=unzip_path)
+
+
+def unzip_data(unzip_file_path: str, unzip_target_path: str) -> None:
+    with zipfile.ZipFile(unzip_file_path, "r") as zip_ref:
+        zip_ref.extractall(unzip_target_path)
 
 
 def leaderboard_scores(competition: str) -> list[float]: