The Club was originally formed in 1909  at the Royal Clarence Hotel, Burnham on Sea, on 27 February 1909 and play started in May of that year. Initially with the name The Avenue Croquet and Lawn Tennis Club, however the Croquet club separated inn 1912 and the Club affiliated with the LTA in 1913.

The name “Avenue” was derived from the avenue of trees leading from Berrow Road to Hart House School which in those days owned much of the land around where the Club is located.  The Grove was just a lane leading from the Berrow Road to Stoddens Road and none of the existing properties in The Grove had been built.

The start of the 21st Century saw the significant expansion of the club facilities due to a considerable Lottery Award of £300,000 which coupled with significant grants from Sedgemoor District Council and the LTA, and Club borrowings, enabled the Club to build its modern present day clubhouse, extend floodlighting to all 8 courts, convert 3 of the tarmacadam courts to artificial grass (taking the total to four).  Part of the total Lottery Award also funded 4 new floodlit tennis courts at King Alfred School and the refurbishment of the two courts at Crosses Penn.

In 2008 The Lawn Tennis Association awarded The Avenue Tennis Club the Clubmark status.  This accreditation is awarded to Clubs that are delivering quality tennis programmes and operating in line with best practice procedures.  Avenue was one of the first tennis club in the West Country to achieve this award. The Club held its 100th anniversary in 2009 and will hopefully be around for many more years to come.