The first two pieces were written in 1926, as separate movements of an incomplete suite for piano, entitled Five Sentimental Melodies.

This work was largely drawn from other melodies extracted from Copland's Piano Concerto.

The other piece was originally entitled Hommage à Milhaud, which he revised again in 1934, and was the basis for the Dove Dance in Copland's Hear Ye!

[1] The other two pieces were composed in 1947 and 1948, and were, in turn, the basis for some melodies of Copland's Clarinet Concerto, which was completed in 1948.

Upon finishing the concerto, Copland decided to revise all four previously unpublished sketches and published them as Four Piano Blues.