The Royal Caledonian Society of South Australia was founded in Adelaide in 1881 as the South Australian Caledonian Society to promote Scottish culture and traditions in South Australia.
Foundation members included A. W. Dobbie and P. Gay.
The Caledonian Society commissioned W. J. Maxwell to produce the statue of Robert Burns on North Terrace, which was unveiled on 5 May 1894. They commissioned James White to produce the statue of John McDouall Stuart in Victoria Square commemorating his crossing of the continent in 1861–1862. The statue, paid for by public subscription and the South Australian Government, was unveiled on 4 June 1904.