The town of Cheltenham is situated along the western fringes of the Cotswold Hills, about ninety-seven miles west of London. It had been known throughout England as a health resort since about 1716, with the discovery of its mineral springs, but it was only after the visit of King George III in 1788 that Cheltenham became very fashionable. Members of the Victorian upper classes, largely the royalty and nobility who had inherited their titles and wealth, as well as those of the upwardly mobile middle classes flocked to the town on their holidays. This sense of splendor is reflected in the town's stunning Regency architecture.

As might be expected of a Regency spa resort, Cheltenham had gained the reputation for being a center of musical activity. As early as 1783, music was being provided for balls held during the summer season, and in 1826, the Montpellier Rotunda, an extension of the Montpellier Spa, was constructed as a permanent place for musical performance. By the 1830s, a band consisting of two flutes, four clarinets, a bassoon, a horn, a trumpet, two trombones, a serpent, and an ophicleide—an instrumentation corresponding closely to that of many British military bands of the era—was engaged for regular performances there. By 1846, the band, now consisting of twenty musicians, performed every morning plus three evenings per week for Cheltenham's Musical Promenades.

In addition to band concerts, there were many other musical performances taking place in Cheltenham. A series known as “Mr. Woodward's Grand Concerts” attracted the finest virtuosi from the European continent.