Four theatre buildings in Edinburgh have borne the name Theatre Royal, Edinburgh, though the final three were all rebuildings of the second. The first was the Theatre Royal, Shakespeare Square, at the east end of Princes Street. This was opened 9 December 1769 by actor manager David Ross, and was at its peak from 1815 to 1850, being rebuilt in 1830.
It was demolished in 1859 and the royal patent and title transferred to the Queen's Theatre and Operetta House on an earlier Circus (previously the Adelphi Theatre). The manager of the theatre was Robert Henry Wyndham. It burned down and was rebuilt in 1865, 1875, and 1884, each time retaining the patent and the same site.