Elgar's Empire March was composed in 1924 for the British Empire Exhibition at Wembley Stadium. It forms the opening item in a nine-movement work entitled Pageant of Empire: the remaining movements comprising eight masque songs for voices and orchestra. The first performance was given on 21st July 1924.

Although the orchestral score reached the printed parts proof stage, a full score was never published and the work fell into oblivion. The original manuscript full score of the Empire March is now lost, as is the majority of the MS material for the Pageant of Empire songs.