Founded in 1872 by the Duke of Edinburgh, the orchestra was, at the time, the only London orchestra apart from the Royal Philharmonic Society.

The first concert was conducted by Sullivan in the Royal Albert Hall in 1873, and the orchestra went on to perform with Pablo Casals, Fritz Kreisler, Mischa Elman, Jacques Thibaut, Clara Butt and Elgar among many others. It has been performing continuously since 1872 and is now in its 150th season.

It has introduced many new works to London, including Brahms' Liebeslieder, Dvorak's Symphony no.6 in D major and the Coppelia Suite by Delibes, and the orchestra is also known for performances of the great English composers. 

Under their former Principal Conductor Orlando Jopling, repertoire has included symphonies by Mahler, Shostakovich and Tchaikovsky, repertoire by Rachmaninov, Prokofiev, Bartok and Britten, and Verdi Requiem, Vaughan William's Sea Symphony and Prokofiev’s Alexander Nevsky with The London Chorus.

The orchestra gives exceptionally talented young performers early solo experience, (Kristina Balanas, Thomas Gould and Kyril Zlotnikov being recent examples) as well as performing with internationally known musicians such as Emma Johnson, Benjamin Grosvenor, Tim Hugh, Lawrence Power and Piers Lane.

The orchestra is currently a mix of conservatoire students and excellent amateurs, and performs 3-4 concerts per season in London at St John’s Smith Square, Cadogan Hall or St James' Piccadilly.