Although it is believed that a course existed in Braunton Burrows in the early 1890s, Saunton Golf Club was not formed until May 1897. It was originally a 9-hole course, but was extended to 12 holes by 1906 and to 18 holes in 1908. A Clubhouse was built in 1907 at a cost of £1,000 and can still be seen as a private house to the right of the 16th fairway on the East Course.

The First World War in 1914 brought an end to the steady growth of the Club; the course was reduced to 12 holes again, due to lack of labour, but play was permitted "without payment". On re-opening in 1919.