The theatre, which opened on 10 September 1892 with Wedding Eve, was built for Frank Wyatt and his wife, Violet Melnotte. Initially called the Trafalgar Square, the name was shortened to Trafalgar in 1894 and the following year became the Duke of York's to honour the future King George V. In 1900, Jerome K Jerome's Miss Hobbs was staged as well as David Belasco's Madame Butterfly, which was seen by Puccini, who later turned it into what is probably his most famous opera; it was ultimately performed at the Duke of York's in 1932 by the Carl Rosa Opera Company.
The 1930s brought a number of interesting seasons, amongst them, Grand Guignol, The Ballet Rambert and the notable appearances of Markova and Dolin which greatly helped to popularise ballet in England. In the late 1970s the freehold of the theatre was purchased by Capital Radio and it closed in 1979 for refurbishment. It reopened in February 1980 and the first production under the aegis of Capital Radio was Rose, starring Glenda Jackson. Other successes include Al Pacino's award-winning performance in David Mamet's American Buffalo, Richard Harris' comedy Stepping Out, directed by Julia Mackenzie and Willy Russell's Shirley Valentine.
The Ambassador Theatre Group bought the theatre in 1992 and this coincided with London's hottest ticket - The Royal Court's production of Ariel Dorfman's Death and the Maiden. A host of successes followed including Richard O'Brien's The Rocky Horror Show celebrating its 21st Birthday and the hugely successful Royal Court Classics Season in 1995. The Duke of York's has played host to the Royal Court and ATG's highly acclaimed co-production of The Weir, which ran for over 2 years and won the 1999 Olivier Award for Best New Play. It has also hosted a sellout run of Stones In His Pockets, winner of the 2001 Olivier awards for Best Comedy and Best Comedy Actor. This was followed by Shared Experience's acclaimed production of After Mrs Rochester, Stephen Poliakoff's Sweet Panic, Michael Hastings' Calico, The Holy Terror by Simon Gray, Dirty Blonde by Claudia Shear, Ronald Harwood's The Dresser starring Nicholas Lyndhurst and Julian Glover and most recently Richard Eyre's production of Hedda Gabler starring Eve Best.