Bishop Couper was playing golf on Leith Links in 1619 when he had a vision. Charles I of England was playing golf on Leith Links in 1642 when he received news of the Irish rebellion. Games were frequently the subject of betting and Captain John Porteous bet 20 guineas in a match against Alexander Elphinstone (d.1732), brother of Lord Balmerino in 1724.
The same Alexander Elphinstone, who had riches but no employment, appears in a more dramatic event on 23 December 1729 when he challenged Lt Swift of Lord Cardigan's Regiment to a duel (with swords) on Leith Links. Elphinstone mortally wounded Swift.
Leith Links is famous in the history of golf. Records show a 5-hole golf course which was typically played round twice. It had been played for a long time up until shortly before 1824, and was revived again in 1864. Both Charles I and the future James VII and II were said to have played golf on the links while they were in residence at Holyrood Palace. The clubhouse was on the site of the former Leith Academy building on Duke Street, on the south-west corner of the Links. A commemorative cairn and plaque marks this connection at the western side of the park. The rules of golf developed in Leith were adopted by the Royal and Ancient Company of Golfers on their move to St. Andrews in 1777.
It is believed the first international golf contest took place at the links, when the Duke of Albany played two English courtiers for national claim to the game of golf. The game resulted in the construction of Golfers Land on the Royal Mile by the Duke's partner, the Edinburgh cobbler John Paterson.
The entire area was only formalised as a public park (as opposed to a public open space) in 1888 as part of the Leith Improvement Plan. At this time the area was levelled (other than the two surmised gun batteries) and planted with trees along its perimeter and several paths dividing the area. Cast iron railings enclosing the entire area were erected but these were removed during World War II as part of the war effort. Following the creation of the park, golf was discouraged, but was not officially banned here until 1905.
As part of the remodelling in 1888 various discoveries were made: foremost of these were two burial areas at either end of the Links. That to the extreme west, in the triangle of land isolated by Wellington Place, was surmised to be burial pits from an outbreak of the plague which affected Leith in the middle of the 17th century.