Step 1: Search for Terminal in Spotlight.
Step 2: Open Terminal and type the following command: defaults write com.apple.screencapture location ~/Pictures/Screenshots
Step 3: To apply the changes, enter the following command: killall SystemUIServer
Make sure to actually create the folder before applying the changes through Terminal though.
source : http://www.idownloadblog.com/2014/06/15/how-to-change-where-screenshots-are-saved-on-mac/