[1] They secured a long lease on a site in Pitt Street, Sydney,[2] and formed a company for the purpose of founding a theatre.

[5] The Governor of New South Wales, Lord Carrington, attended the opening night, arriving with his wife in a carriage, with a military escort.

[6] In early 1902, Sydney was undergoing sporadic outbreaks of the bubonic plague, which threatened the theatre and surrounding businesses with closure.

[4][8] The asbestos safety curtain failed to operate and the interior of Her Majesty's, including the expensive props and costumes, was destroyed.

[4] Financial pressures from a new amusement tax, competition from the new talking movies and the economic climate led to the closure of the theatre on 10 June 1933.

The $100 Australian banknote (in the background of the Dame Nellie Melba portrait) features an image of the interior of the first theatre.