The theatre was built on 1.5 acres (0.61 ha) on the south side of Bourke Street, extending through to Little Collins Street, and opened in 1862.
[2] The building incorporated the Apollo Music Hall, which opened on 5 July 1862 with a programme that featured Madame Carandini.
[3] The theatre proper was opened on 15 September 1862 with the play Our American Cousin.
[1] It was renamed the Duke of Edinburgh Theatre in January 1868[4] in honour of the visit of Prince Alfred, Duke of Edinburgh, but remained the "Haymarket", informally at least.
[5] The building had been closed for some months owing to a dispute between the leaseholders and the trustees.