Promenade concerts had existed in London's pleasure gardens since the mid-18th century, and indoor proms became a feature of 19th-century musical life in London from 1838, notably under the direction of Louis Antoine Jullien and Sir Arthur Sullivan The annual series of Proms continuing today had their roots in that movement. They were inaugurated on 10 August 1895 in the Queen's Hall in Langham Place by the impresario Robert Newman, who was fully experienced in running similar concerts at His Majesty's Theatre. Newman wished to generate a wider audience for concert hall music by offering low ticket prices and an informal atmosphere, where eating, drinking and smoking were permitted to the promenaders. He stated his aim to Henry Wood in 1894 as follows:

"I am going to run nightly concerts and train the public by easy stages. Popular at first, gradually raising the standard until I have created a public for classical and modern music."