This is a club, which means that the bar may be only open to members.

Originally founded in 1824 for officers and gentlemen who had served in the Empire's eastern possessions, and who found themselves unwelcome in the more aristocratic St. James's clubs of the time. Although many members still have oriental connections, membership has broadened out following the end of empire.

The club has moved a couple of times in its history but is now just off Oxford Street, in a building constructed in the 1770s for Edward Stratford, later the second Earl of Aldborough. The central range of the building was designed by Robert Adam.

The club now offers excellent facilities including Michelin-quality dining. There are various bars in the building with different opening times; bar and food hours given are for the Calcutta Light Horse Bar which serves one cask ale. Events are held in the club several times a month.

The Club celebrated its bicentenary in 2024.