It was founded in 1874 to provide facilities for gentlemen to play real tennis and other racquet games.
They selected a site in Upper Parliament Street for their building, which opened in 1877.
Originally it provided two racquet courts, and an American bowling alley.
The building was damaged during the Second World War, during which time the Club gave hospitality to officers of the Royal Navy.
Following this, the Club bought the lease of Hargreaves Building in Chapel Street, and converted it for their purposes.