The Club was organized by Vanessa Bell after she was motivated by her earlier experiences of café life in Paris. Hoping to create a similar atmosphere the 'Club' held its first meeting in the summer of 1905 and held it first exhibition in November of the same year. Among its early members were Clare Atwood, Edna Clarke-Hall, Mark Gertler, J. D. Innes, Derwent Lees and Henry Lamb. However, Vanessa Bell, Roger Fry and Duncan Grant ceased exhibiting with the club in 1913, having established a rival society - the Grafton Group. From 1910 until 1918 the Friday Club was based at the Alpine Club and by 1914 its oddly assorted membership included David Bomberg, Frederick Etchells, Christopher Nevinson, Edward Wadsworth, Bernard Meninsky and brothers John and Paul Nash.
They were later joined by Robert Bevan, Charles Ginner and C.R. Mackintosh. The Group's exhibitions were held in small galleries in London such as Clifford’s Inn Hall in 1907, the Baillie Gallery in 1908 and the Alpine Club, which the group used from 1910 to 1912. In 1913 Essil Elmslie, later to marry into the Rutherston (Rothenstein) family, replaced Vanessa Bell as Club secretary and thereafter the previously held lectures, meetings and discussion groups ceased. The final exhibition of the club was held in 1912. Even though much appears to be known about this "Group" its history remains obscure as no minutes of its meetings exist and not all of its exhibition catalogues have been been located. Yet, it managed to attract all the important artists of its day!