The arcade was built in 1818 to the order of George Cavendish, 1st Earl of Burlington, younger brother of William Cavendish, 5th Duke of Devonshire, who had inherited the adjacent Burlington House on what had been the side garden of the house and was reputed to prevent passers-by throwing oyster shells and other rubbish over the wall of his home.

[2] Burlington Arcade was built "for the sale of jewellery and fancy articles of fashionable demand, for the gratification of the public.

"[2] However, it was also said to have been built so the Lord's wife could shop safely amongst other genteel ladies and gentlemen away from London's busy, dirty, and crime-ridden open streets.

The original arcade consisted of a single straight top-lit walkway lined with 72 small two-storey units.

[4] In 1964, a Jaguar Mark X charged down the arcade, scattering pedestrians, and six masked men leapt out, smashed the windows of the Goldsmiths and Silversmiths Association shop, and stole jewellery valued at £35,000.