Brahms began working on the piece in Mürzzuschlag, then in the Austro-Hungarian Empire, in 1884, just a year after completing his Symphony No.

[1] The opening theme is initially serene in character, although its composition in a chain of descending thirds adds a fateful air.

The sonata form itself is modified further, with a foreshortened recapitulation and with the secondary theme nearly absent in the development and coda.

This last movement is notable as a rare example of a symphonic passacaglia, which is similar to a chaconne with the slight difference that the subject can appear in more voices than the bass.

[3] An analysis of this last movement by Walter Frisch provides yet further interpretation to Brahms' structure of this work, by giving sections sonata form dimensions.

The piece had earlier been given to a small private audience in a version for two pianos, played by Brahms and Ignaz Brüll.