Trafalgar Studios opened in 2004, however performances date back to 1930 as the Whitehall Theatre. With its relatively small capacity, it was a good place for fringe theatre with revues and comedies known as the Whitehall Farces in the post-war years. 

The theatre reopened in 1986 after a refurbishment, with a period as a television/radio studio in the late 1990s. The venue was then transformed into two small auditoriums at 380 and 100 seats apiece, individually called Trafalgar Studio One and Trafalgar Studio Two.