Constructed between November 1933 and May 1934 as part of Sidney Little's masterplan for Hastings' seafront. Work was delayed due to the necessity to raise loans to finance the project and the alley was opened on the 12th of May 1934 by the Marquis of Reading.. The construction itself utilised approximately 50 workmen from the Borough Engineers department, with a number of unemployed labourers who were employed specifically for the works.
The Alley stretches from Hastings Pier to Warrior Square and originally had glazed sliding panels that could be utilised to enclose the alley during rough weather. The alley incorporates two store rooms in its construction that have had applications for varied usages recently, including a music rehearsal space, cafe  and art gallery and toilets; one of the store rooms being utilised in the 1970s for ice cream sales.