Commissioned by the Cleethorpes Promenade Pier Company and largely financed by the Manchester, Sheffield and Lincolnshire Railway, Cleethorpes Pier opened during the August Bank Holiday of 1873. Built by the prestigious firm of Head Wrightson, Cleethorpes Pier was constructed of iron piles under a timber deck. Its length, due to the considerable tidal movement, extended a full 1,200ft (366m). The Railway Company (later known as LNER) took a lease on Cleethorpes Pier in 1884, for an annual sum of £450, before finally buying the structure 20 years later. This alliance between Railway and Pier Company served to ensure that visitors could easily get to the resort, and be entertained once there.
A seaward end pavilion was built in 1888 but this was sadly destroyed in a blaze in 1903. In 1905 shops and a cafe were built at the pier-head on the site of the old building along with a new pavilion midway along the pier neck, to the right of the main deck. This new pavilion originally lacked any form of heating and was therefore largely confined to summer use. Entertainment included concerts and popular dances throughout the week.
For some time the pavilion was also home to the Cleethorpes Musical Festival; an event highly thought of in musical circles at the time. The provision of heating in 1923 ensured that entertainment could be scheduled throughout the year. The pavilion survives today and remains in a well-maintained condition. The final part of the 1905 redevelopment was the construction of an elevated link to the adjoining 'Pier Gardens', but this was removed in the late 1930s. In 1936 ownership passed to Cleethorpes Borough Council.
Sectioned during the Second World War for fear of invasion, Cleethorpes Pier like so many others was never to recover in its original form. The breached section was left unrepaired after the war and eventually the isolated seaward end was demolished, reducing the pier length to a mere 335ft (101m). Some of the salvaged material was later used in the construction of a new stand at Filbert Street Football Stadium, Leicester.
£50,000 was spent on modernising the pavilion in 1968, the new facilities including a 600-seat concert hall and a new cafe and bar. Ownership passed to Funworld Limited in 1981 but, after suffering poor attendance for their first season of summer shows, the company rather prematurely decided to close the pier in 1983. Cleethorpes Pier's future looked in doubt until Mark Mayer purchased it in the summer of 1985. Re-opening on 4th September 1985 the pavilion had been transformed, at a cost of £300,000, into a modern nightclub by the name of 'Pier 39'.
Cleethorpes Pier has changed hands on several more occasions since then before closing for a period in early 2010, due to receivership. In May 2010 Bryn Ilsey and a group of local businessman purchased the pier with a view to refurbishing it as an entertainment complex with "something for everyone". Since then some £200,000 has been spent on transforming the pavilion both inside and out. A new chapter in the pier's life began on 27th November 2010 when it re-opened to the public once more.