Ordered as part of the 1893–1894 Naval Programme, the Rocket-class torpedo boat destroyers were J & G Thompson's first such ships.

[3] The Rocket-class ships carried a maximum of 75 long tons (76 t) of coal that gave them a range of 1,445 nautical miles (2,676 km; 1,663 mi) at 11 knots (20 km/h; 13 mph).

The ship was laid down as Yard number 269 by J & G Thompson at its Clydebank shipyard on 14 February 1894, launched on 14 August and completed in July 1895.

[5][6] While delivered later than contracted, Rocket was still one of the quickest to build of the 27-knotter destroyers ordered as part of the 1893–94 shipbuilding programme, and the design was considered satisfactory by the Admiralty,[5] although in March 1896, a report in the newspaper The Times noted that her boilers were prone to priming at speeds over 14 kn (16 mph; 26 km/h), that her machinery had broken down five times, and that she was likely to be relieved from her duties with the particular Service Squadron as soon as a replacement ship became available.

[7] After her commission she served at the North America and West Indies Station under the command of Lieutenant Adolphus Huddlestone Williamson.