Turnberry Golf Club was established on 24th April 1902, to play on the new course which had been built on the land at Turnberry, Ayrshire and which was formally opened on 6th July 1901. That course was built by Archibald Kennedy the 3rd Marquess of Ailsa (Lord Ailsa), who commissioned William Fernie of Troon to lay out the course and supervise its construction. Fernie was the professional of Troon Golf Club (later to become Royal Troon) and he had won the Open Championship at Musselburgh in 1883. His letterhead described him as "Champion Golfer 1883, winner of 22 first class tournaments and practical golf club and ball maker". This original course was 6040 yards long and occupied much the same land and terrain as the present day Ailsa Course, except that it did not include the area now used for the first four holes of Ailsa. That area was originally used for a nine hole ladies' course from 1906 to 1909. The length of the Ailsa Course for the 2009 Open Championship was 7204 yards.
From the start there was a great demand to join the new club. 128 applications for membership had been received by 15th May 1902, the date of the club's first general meeting held in the Town Hall, Maybole, and all were elected as founder members.

Lord Ailsa was the first President, a position he held until his death in 1938. Provost John Marshall of Maybole was the first Captain and the membership included a Marquess, a Lord, an Earl, a Rear Admiral, a Lord Provost of Glasgow and 9 clergymen. By 1906 there were 500 members, about one half from Maybole and Girvan, one quarter from Glasgow and one quarter from Ayr, Prestwick, Troon and the rest of Ayrshire but with a sprinkling of members from as far away as London, Belfast, Aberdeen, Blackheath, Antrim and even South Africa. Today the membership numbers around 388 (inclusive of 68 ladies) comprising a broad cross section of society predominantly from Ayrshire and Glasgow but also from as far afield as Edinburgh, England, America, Belgium, Hong Kong, New Zealand and Switzerland.
All the land at Turnberry belonged to the Kennedy family and Lord Ailsa had been having negotiations since 1900 or earlier, to make land there available to Glasgow and South Western Railway Company for their project to build a hotel, serviced by an extension of their existing railway line between Glasgow and Alloway (dubbed 'The Golfers' Line' because it served many golf courses on the Ayrshire coast including Gailes, Barrassie, Troon and Prestwick). The extension line was to run along the spectacular coastline from Alloway to Girvan, via the proposed new 100 room hotel to be built at Turnberry.

Lord Ailsa foresaw benefits to himself from this development enhancing the value of his estates in Ayrshire by improving communications and access to the farms and communities along the line and holding out the prospect of the golf boom in North Ayrshire being extended to his own estates at and around Turnberry. He agreed to grant the Company very favourable terms for feuing a fifteen acre site at Turnberry for a hotel, at an annual feu duty of £6 and also granting it "the right and privilege in all time coming of using 175 adjoining acres of links and bent hills for a golf course", for an annual payment of 10 shillings per acre. In exchange the Company were to meet the cost of building the golf courses and would then take over "sole right to manage and maintain" them. Lord Ailsa however had an option to pay half the cost and retain a one half interest in the management of the courses and in any profits from their operation. He had 10 years to exercise the option but instead he claimed re-imbursement of the full cost of the construction of the courses and of their maintenance in the 5 years from 1900 to 1905, amounting to £2854. The Company paid him and took over full control after their hotel and new railway line opened in1906. The land on which the courses were built remained in the ownership of Lord Ailsa and his family until 1928, subject to the hotel's servitude right to use it for golf. In that year it was sold outright to the hotel. Turnberry thus became a golfing resort with a grand hotel and golf courses which were in due course to become famous, not only in Scotland but also throughout the world. Since its formation in 1902 Turnberry Golf Club has had the facility to play at Turnberry and has played a crucial part in organising and administering important early tournaments which put Turnberry on the golfing map. The Club has also had an essential role to play, in liaison with the R&A and the Hotel, in the running of the four Open Championships already held at Turnberry in 1977, 1986, 1994 and 2009. Turnberry's fascinating story is of a place and of events of historic as well as golfing importance and it is told beautifully in an illustrated book written by Past Captain Jack Boyd, called 'The Bonnie Links of Turnberry' which was published by Turnberry Golf Club to mark its centenary years from 1902 to 2002. It is not just the history of a golf club, albeit one whose presence at Turnberry has spanned all the years, all the events, all the changes of ownership, all the famous tournaments and the disruption caused by both World wars. It is also the story of important social, political and commercial events, both local and national, going back as far as the 14th century. It is a story of kings, lords, wars, railways, hotels and international businesses as well as of Open champions and ordinary club members. It is a story of a place so favoured by nature and so renowned for the sporting theatre it has inspired that, if there was ever to be a call to establish a single home for the Open, Turnberry would surely be a prime candidate. Copies of the book can be obtained from the Club Secretary of Turnberry Golf Club.