It was established in 1857, with premises in a house in Park Place, off St James's Street, and close to the Ritz.

Pratt was steward to the Duke of Beaufort, who called at the house with his friends one evening, and enjoyed themselves so much that they returned time and again.

Also housed in the premises is a billiard room (which is primarily used for guests to hang their coats on the chairs), a larger dining room used for lunches or private parties, a small suite that members are required to book well in advance, and the steward's quarters above.

As the building is heritage-listed (certain parts of it date back to the 16th century), there is no air conditioning, nor is there a lift; there are roughly 100 stairs from the basement club to the steward's quarters.

[2] Notable members have included Charles Wyndham, Harold Macmillan, Randolph Churchill, Duncan Sandys and the cartoonist Osbert Lancaster, who featured the armchair and stuffed fish in the members lounge in many of his cartoons.