Bridge's memory of composing his First String Quartet in less than a month must have added more than a touch of bitterness to his sense of relief when the last notes were finally added to the Piano Sonata in March 1924, just under three years after its inception. However, it was now completed, and the first performance was given by Myra Hess on 15 October 1925, at the Wigmore Hall. Originally, Bridge had tried to interest Harold Samuel in playing the work but without success, and the final choice of Hess as the performer might seem in retropect to have been somewhat ill-advised considering her later reputation as a distinguished player of Bach and Mozart. However, during the early stages of her career she showed considerable enthusiasm for contemporary works and could be relied upon to give a creditable performance, which in fact was the case with the sonata. According to the Times critic, 'Miss Hess's playing showed extraordinary grip of the musical implications of every detail, and convinced us of the rightness of much which looked inexplicable beforehand'.17 The beauty of the slow movement was emphasized and of the final climax and soft ending of the work.
Bridge agreed with the Times critic:
Myra played wonderfully. I hope she'll give the work in N[ew] Y[ork] and elsewhere. She played it in great style and if some of the audience had not interrupted some changes of harmony with a copious October cough or two, every few minutes, more of the work might have been heard!!!! The day before the concert Myra played the work to about ten people and you could have heard a pin drop from the beginning to the end. I don't know how long it is since I enjoyed the satisfaction of hearing a first performance of one of my things. Curiously enough I have been in a state of suppressed excitement over the beastly thing for the last three weeks and now perhaps I can forget it, 'coz' it can't be helped now that it is over, and if it doesn't please anybody else - well, well - it may annoy a few!18