In 1891, William Vanderbilt and several wealthy friends bought 80 acres north of present-day Sunrise Highway for $2,500 and hired Shinnecock Indians to build a 12-hole course designed by Scottish professional golfer Willie Dunn. The course was expanded to 18 holes four years later. In 1891, the Shinnecock Hills Golf Club became America’s first incorporated golf club, granting women full membership from the start. It was also the first to have a clubhouse, which was designed by famed architect Stanford White.

By the start of the last decade of the 20th century, tennis, hunt and yachting clubs were the principal activities of the well heeled sporting enthusiast on the east end of Long Island. Golf had yet to arrive but that changed when a group of men (including William Vanderbilt) occasioned upon Willie Dunn at the resort in Biarritz, France in 1890. So taken were the Americans by this 'new' sport of golf, they hired Willie Dunn to build them a course in Southampton.

Located on treeless, sandy soil, the  property had links characteristics though it was two miles from the Atlantic Ocean. Willie Dunn's 12 hole course opened in 1892 and two years later, Shinnecock Hills Golf Club joined The Country Club in Brookline, Newport CC in Rhode Island, Chicago Golf Club, and St. Andrews in New York as a charter club in the Amateur Golf Association of America (later re-named the United States Golf Association).  The game of golf quickly took hold in the Hamptons and the increased play forced the club to expand its course to 18 holes. In 1895, the 4,400 yard course was deemed sufficient to host championships.

Over 100 years later, the course is considered by many as the supreme test for championship golf in the United States. P.J. Boatwright, the former long time Executive Director of Rules and Competition at the USGA who was not prone to extravagant praise,  said in 1986 that he felt Shinnecock Hills to be the finest course he had ever seen.

However, the credit for today's ruthless examination does not lie with Dunn or Macdonald/Raynor, who consulted with the club during the 1910s. In 1927, the main east-west highway was extended through to Easthampton and Highway 27 bisected Dunn's golf course. With the increase in train travel and with the club unable to acquire insurance to handle the doubling crossing of the road and the train tracks, the club had little alternative but to purchase additional land to the north and to forgo the portion of the course that lay to the south of the road. This was actually no great loss as the newly acquired land was superior in all respects. The club hired the architecture firm of Toomey & Flynn to build them a new 18 hole course.   

Work commenced in 1928 led by construction foreman Dick Wilson, and 150 Shinnecock Indians were employed to help with the task. The course re-opened for play in 1931 and it remains Toomey & Flynn's undoubted masterpiece to this day.

Located on an immense 300  acre block of land, Toomey & Flynn took full advantage of the scale of the property with a brilliant routing. A majority of the holes bend one way or another, thus the golfer is forever figuring out which way the wind is attacking for each shot. There are only two times (with the 2nd and 3rd and the 11th and 12th holes) where consecutive holes run in the same direction.

The prevailing wind was a key factor in the design, as the holes that typically play downwind (e.g., the 3rd, 12th and 14th) are longer but also open in front to allow the player to bounce the ball onto the green. The holes that are typically into the wind are shorter (e.g., the 4th  and 13th) with tighter targets. There are only two par fives (the 5th and 16th), and each plays in opposite directions. While the 5th was intended to be played with the wind helping and the 16th with the wind hurting, each plays well if the wind turns 180 degrees.