The paper began publication on 18 February 1821 as The New Observer, but from 21 April its title was changed to the Independent Observer. Its founder, Henry White, chose the name in an apparent attempt to take advantage of the success of the The Observer newspaper, which had been founded in 1791, although there was no connection between the two papers. On 20 October 1822 it was reborn as The Sunday Times, although it had no relationship with The Times. In January 1823, White sold the paper to Daniel Whittle Harvey, a radical politician.
Under its new owner, The Sunday Times notched up several firsts: a wood engraving it published of the coronation of Queen Victoria in 1838 was the largest illustration to have appeared in a British newspaper; in 1841, it became one of the first papers to serialise a novel: William Harrison Ainsworth's Old St Paul's.
The paper was bought in 1887 by Alice Cornwell, who had made her fortune in mining in Australia. She then sold it in 1893 to Frederick Beer, who already owned the Observer. Beer appointed his wife, Rachel Sassoon Beer, as editor. She was already editor of the Observer – the first woman to run a national newspaper – and continued to edit both titles until 1901.