Henry Alexander Wylie, a champion long distance and underwater swimmer, established Wylies Baths in 1907. Wylie’s daughter Wilhelmina, along with Fanny Durack, were Australia’s first two female Olympic swimming representatives .The first gold and silver swimming medals for a women’s event in the history of the Olympics went to Durack and Wylie respectively.

To begin work on the Baths, Wylie obtained a special lease below the highwater mark. The construction of the Baths coincided with Sydney’s emerging interest in seaside pools at the turn of the century. The Baths were one of the first mixed gender bathing pools in Australia and one of the last surviving examples of a venue which was common throughout Sydney. The Baths are associated with the first public recreation facilities in the Coogee area.