The club first rented property at 44 Melville Street in the Edinburgh New Town, one of the grander streets in Edinburgh. In 1950 the club moved to a four storey Victorian Town House at 9 Grosvenor Crescent. 9 Grosvenor Crescent was built in 1868 firstly as a private house later becoming a maternity home during the Second World War and then part of the Edinburgh College of Domestic Science.

During the excavations for the new building some Bronze Age swords were found some of which are now part of the collection in the National Museum of Scotland.

In the summer of 2013, the club again moved premises to its current location at 1 Pinkhill in Corstorphine. At the same time, the club attained the status of a charitable organization and began trading under the name New Melville Bridge Club Ltd.