In 1921 the football club purchased a 3.5-acre site which had previously been used as a school playing field.

A 1,000-seat covered stand with a terraced paddock was built on the northern touchline, and the ground was opened later in the same year.

The following season a local derby against Tranmere Rovers saw the ground's record league attendance of 15,173 set.

[1] Sandheys Park was badly damaged during a bombing raid in 1942, and, following the end of the war, the site was requisitioned by the Wallasey Corporation to build temporary housing on.

The last Football League match played at Sandheys Park was a 4–2 win over Doncaster Rovers on 2 September 1939 with 3,441 in attendance.