Once home to three bandstands, one at the pier head, one in the Valley Gardens and one in Hazel Grove, all now lost, a long campaign was fought by local people, in particular the Saltburn 500 Club to bring a bandstand back to the town.

In July 1997 after years of fund raising and a National Lottery Grant for £63,500, the Bandstand,which was designed by Peter Fenton, a well known local architect, was opened.

The Bandstand also boasts decorative security screens made by local wrought ironsmith James Godbold who has a forge in the village of Egton, North Yorkshire. Every year free band concerts are held between May and September. Volunteers from the Saltburn 500 Club work hard to raise money to maintain the bandstand and organise the concerts with support from Redcar and Cleveland Borough Council and Saltburn, Marske and New Marske Parish Council.