Some answers suggested to use pattern: check if role does not exist and if not then issue CREATE ROLE command. This has one disadvantage: race condition. If somebody else creates a new role between check and issuing CREATE ROLE command then CREATE ROLE obviously fails with fatal error.
To solve above problem, more other answers already mentioned usage of PL/pgSQL, issuing CREATE ROLE unconditionally and then catching exceptions from that call. There is just one problem with these solutions. They silently drop any errors, including those which are not generated by fact that role already exists. CREATE ROLE can throw also other errors and simulation IF NOT EXISTS should silence only error when role already exists.
CREATE ROLE throw duplicate_object error when role already exists. And exception handler should catch only this one error. As other answers mentioned it is a good idea to convert fatal error to simple notice. Other PostgreSQL IF NOT EXISTS commands adds , skipping into their message, so for consistency I'm adding it here too.
Here is full SQL code for simulation of CREATE ROLE IF NOT EXISTS with correct exception and sqlstate propagation:
DO $$ BEGIN CREATE ROLE test; EXCEPTION WHEN duplicate_object THEN RAISE NOTICE '%, skipping', SQLERRM USING ERRCODE = SQLSTATE; END $$;
Test output (called two times via DO and then directly):
$ sudo -u postgres psql psql (9.6.12) Type "help" for help. postgres=# \set ON_ERROR_STOP on postgres=# \set VERBOSITY verbose postgres=# postgres=# DO $$ postgres$# BEGIN postgres$# CREATE ROLE test; postgres$# EXCEPTION WHEN duplicate_object THEN RAISE NOTICE '%, skipping', SQLERRM USING ERRCODE = SQLSTATE; postgres$# END postgres$# $$; DO postgres=# postgres=# DO $$ postgres$# BEGIN postgres$# CREATE ROLE test; postgres$# EXCEPTION WHEN duplicate_object THEN RAISE NOTICE '%, skipping', SQLERRM USING ERRCODE = SQLSTATE; postgres$# END postgres$# $$; NOTICE: 42710: role "test" already exists, skipping LOCATION: exec_stmt_raise, pl_exec.c:3165 DO postgres=# postgres=# CREATE ROLE test; ERROR: 42710: role "test" already exists LOCATION: CreateRole, user.c:337