[1][2] The street was first established in the Roman Eboracum period, running parallel to and outside the city's south-western wall.

[1][2] In the 12th century, Coney Street was known for its Jewish population, with its residents including Aaron of York, considered the wealthiest Jew in England.

[1] In 1279, after the Jews had been expelled from England, Roger Basy and John Sampson were granted their former property on Coney Street.

In 1335, a row of houses were built in the churchyard of St Martin; almost entirely rebuilt on several occasions, the last remains survived until 1958.

Soon after, the Black Swan was built on the other side of the street, a large inn which could stable 130 horses.

[1] This was later converted into St Peter's School, and then a printing house where the first edition of Tristram Shandy was published.

[1] During the 19th century, the street became lined with shops, noted businesses including the House of Bewlay tobacconist, Burgin's perfumery, and the Leak & Thorp department store.

[7] While the street retains numerous historic buildings, most have had their street-level frontage rebuilt during the 20th century.

On the south-west side lie the early 18th-century 3–7, 9, and 13 Coney Street, the last incorporating part of a Mediaeval wall by the Ouse.