In 1895, John Philip Sousa completed El Capitan, his eighth operetta. Premiering in Boston the following year, the work became an immediate success and enjoyed an extraordinary four-year run in both the United States and the United Kingdom.

Shortly after the premiere, Sousa selected several of the operetta's memorable melodies and fashioned them into this march. This origin also explains the shift in meter from 6/8 to 2/4 during the piece. One of Sousa's personal favorites, the march became a regular feature of his concert repertoire and was performed by him on numerous occasions.