Musical Festivals were held in Sheffield in the early 19th century, but they had lapsed until 1895 when some members of the St. Cecilia Musical Society called a meeting to discuss the possibility of reviving them. The first took place on October 10th 1895, as a single performance of Mendelssohn´s "Elijah", conducted by Dr. Henry Coward. Its success led to a second Festival in 1896, and the establishment of a triennial Musical Festival in Sheffield.

The Sheffield Musical Union chorus was set up in 1876 by Dr. Coward, and was particularly noted for its triumphant performance of Elgar´s "Dream of Gerontius" and Beethoven´s Ninth Symphony at the Queen´s Hall in London on April 9th 1904. Press reports suggested that "No choir that we know of can compete with the Sheffield singers in mastery over every effect that the most exacting critic could … expect from a choir". In 1908, the chorus took part in a tour of Canada and the United States, followed in 1911 by an even more ambitious six-month world tour, covering 34,000 miles and giving 134 concerts in Canada, The United States, Fiji, Australia, New Zealand, Tasmania and South Africa. Dr. Coward remained its conductor for 57 years, retiring in 1933.

The Sheffield Philharmonic Society was formed in 1935 to put on an annual series of concerts in the new Sheffield City Hall, many given by the Hallé Orchestra. The Sheffield Amateur Musical Society, established in 1864, was adopted as the resident chorus, and renamed itself the Sheffield Philharmonic Chorus. In 1937, this merged with the Sheffield Musical Union to form a large choir of almost 400 members. After World War II, John Barbirolli became conductor of the Hallé Orchestra, and instigated a revival in its fortunes. The SPO was closely associated with both the conductor and the orchestra, and took part in concerts both in Sheffield and around the country to great acclaim.