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For the 1886 Leeds Festival of which he was the conductor, Sullivan was to provide a new work. It would be The Golden Legend, with the libretto adapted from Longfellow's poem of the same name by Joseph Bennett.

At the end of April that year, Sullivan took lodgings at 4, Albany Place, York Town, in the garrison area of Camberley, Surrey so that he could concentrate on the composition of The Golden Legend. Apart from taking the time to travel up to London to conduct a couple of Philharmonic Concerts — and to go to the races at Epsom, Newmarket and Ascot — he was able to compose without distractions. By 6 June, he had begun working his musical ideas into specific numbers and sections and by 10 June had made a start scoring the Prelude.

He gave up his lodgings a week later and returned to London, moving to Stagenhoe on 23 July where work continued. He finally completed the scoring of The Golden Legend on 25 August.

Hermann Klein later recalled how Sullivan had shown him the score of the Prelude, pointing with pride to what he hoped would be some novel effects in it — "the wailing 'diminished' chords for the violins, the exulting clang of the bells, the blare of the brass instruments, the poignant cry 'Oh, we cannot!' uttered by the disappointed demons, and, lastly, the contrast when the organ comes in and the monks chant their grand hymn in broad unison. Novel, indeed, did these effects prove in the rendering — strokes of pure originality on the part of a composer who had heretofore ventured slightly, if at all, beyond the limits of treatment laid down in the scores of his beloved masters, Schubert and Mendelssohn."

Special bells were made for The Golden Legend by Lund and Blockley, clock makers, of Pall Mall, London, to Sullivan's specifications, tuned to the high pitch of the organ in the Town Hall at Leeds.

Preparations for the first performance, which was to take place on the last day of the 1886 Leeds Festival, now occupied Sullivan. The role of Elsie was to be sung by Emma Albani, that of Prince Henry by the popular tenor Edward Lloyd while Madame Patey would sing Ursula and Frederic King, Lucifer. On 10 September, Sullivan travelled to Leeds for the choir's first rehearsal of the work.

The performance, on Saturday 16 October, was, as expected, a great success. The Leeds Mercury reported:

How can we describe the scene which followed the last note of the cantata! Let the reader imagine an audience rising to multitudinous feet in thundering approval; a chorus cheering with heart and soul or raining flowers down upon the luck composer; and an orchestra coming out of their habitual calm to wax fervid in demonstration. Never was a more heartfelt ovation. Ovation! nay, it was a greater triumph, one such as acclaimed the successful soldiers of Rome.

Performances in London followed, and in all there were some 17 performances of the cantata during the season of its première. It continued to be in demand and in May 1888 there was a grand performance at the Royal Albert Hall by command of the Queen. She sent for Sullivan after the performance and said, "At last I have heard The Golden Legend. You should write a grand opera — you would do it so well."