"Then I took the first train to Rome, another destination of longing, where I found compatriots and older friends [...] There were Skånberg, Pauli, Hammar, and other artists from Sweden, with whom I spent a pleasant month. The wonderful treasures of art and cultural-historical memories that Rome is so rich in, I still did not have the means to understand and enjoy. I saw many originals in marble of the plaster casts I had drawn at the Academy, and I certainly tried to get some decent compatriot to teach and interest me in the history of Rome as we wandered among the ruins of ancient Rome, but still, the living life and people occupied my mind."

So wrote Anders Zorn about his stay in Italy in the spring of 1882. He seems to have enjoyed himself in Italy, where he, along with Skånberg, made "pleasant excursions into the countryside, wandering about in osterias and not at all thinking about tomorrow." There has been discussion about whether Zorn actually executed the work in Italy or if it was completed in London based on sketches from his time in Italy. According to Gerda Boëthius, the work may also have been executed in London in 1883 and would then depict a street scene in Soho. However, this is contradicted by another account claiming that it is signed in London in October 1882.

Zorn sold "Italian Street Musicians" in 1883 at Dudley Art Gallery in London for £27, and it then passed down within the buyer's family. It was not until 1992 that the painting reappeared at an auction house in London. The seller was then a young schoolgirl who had no knowledge of Anders Zorn's artistry or the value of the work.