HMS Zephyr was one of two "twenty-seven knotter" torpedo boat destroyers ordered from the Scottish shipyard Hanna, Donald & Wilson on 7 November 1893 as part of the Royal Navy's 1893–1894 construction programme.

[2][a] The Admiralty laid down broad requirements for the destroyers, including a speed of 27 knots (50 km/h; 31 mph) on sea trials, a "turtleback" forecastle and armament, which was to vary depending on whether the ship was to be used in the torpedo boat or gunboat role.

[15] In August 1901, Zephyr was commissioned at Devonport by the officers and crew of the destroyer Decoy, whose place she took as instructional tender to Cambridge, gunnery school ship,[16] and took part in the 1901 Naval Manoeuvres.

[17] Although contemporary reports suggested that Zephyr and her sister would be allocated to the Australian station,[18] the two ships served their whole career in British waters.

[21] Lieutenant George Norman Ballard was appointed in command on 21 June 1902,[22] and she took part in the fleet review held at Spithead on 16 August 1902 for the coronation of King Edward VII.

[30][31][32] By February 1913, Zephyr was not part of an active flotilla, but was attached as a tender to the torpedo school at Chatham, with a nucleus crew,[33] although she was in full commission by May 1913.

[35] Zephyr joined the Nore Local Defence Flotilla on the outbreak of war,[36] remaining a part of that formation in August 1916,[37] and after a break, from November that year.