The life of Sergei Rachmaninov (1873-1943) described a path characteristic of so many other 20th composers. His disenchantment with the turbulent political events of his native country led him to finally emigrate in 1918. Forced to build up an international career to support himself, he stopped off in Copenhagen before ultimately finding sanctuary in America. In 1943, shortly before his death, he even accepted American citizenship. In the 1918/19 concert season, however, he performed in 36 concerts as composer, conductor and pianist and this was instrumental in his acquiring a broader fame. The number of his concerts, recordings and engagements grew steadily, and new audiences emerged who clamoured for his nostalgic melodic world and sweeping melodies.

The Capriccio Bohémien was written in 1894, long before he toyed with any thoughts of emigration. In it, we sense a young composer stretching his wings. That same year, Rachmaninov obtained his first teaching appointment at the Marinsky Girl's Institute in Moscow. As a teacher, he was able to spend the whole summer in the countryside: staying first at Kostroma and then Ivanovka, where he worked on a symphonic poem Don Juan based on verses by Byron. Rachmaninov eventually abandoned it, focussing his full energy on the Capriccio Bohémien, which he had initially considered casting as a piano piece a couple of years earlier. In its final orchestra form, it has a tripartite structure, and as he admitted, is strongly influenced by Rimsky-Korsakov's Capriccio Espagnol and Tchaikovsky's Capriccio Italien. The flavour of the melodic material owes much to Gypsy folklore and Russian urban songs, and for many years, the Capriccio was known in several countries as the Capriccio on Gypsy Themes.