[7] The club traces its roots to an 1889–1890 trip by William K. Vanderbilt, Edward Meade, and Duncan Cryder, to Biarritz in southern France where they encountered champion golfer Willie Dunn, from Scotland, who was building a golf course at the resort.

[4][8] Back in the United States, Meade and Cryder scouted for a place for a golf course near New York City.

Meade, known for his cowboy-ish antics trading commodities, was convinced that upstate New York would be the ideal location, but Cryder preferred a parcel of land in Yonkers.

Ultimately, they chose the sandhills adjoining the Long Island Rail Road just east of the Shinnecock Canal.

At the 2018 U.S. Open, members of the Nation protested the event, noting that several burial sites were desecrated during the courses' construction.

That same year Dunn won the tournament which was an inaugural attempt to establish a national championship at Newport, Rhode Island, but this victory was not recognized as official.

Later in 1894, Shinnecock Hills was one of five founding clubs of the United States Golf Association, established in New York City.