Hardy wrote 'A Tragedy of Two Ambitions' in the summer of 1888 in Dorchester, just before beginning work on Tess. The Life notes, '[August] 19. Sent a story to H. Quilter. By request, for his Magazine, entitled "A Tragedy of Two Ambitions".' 1 The previous month, Hardy had begun to write 'The Melancholy Hussar' with the intention of sending it to Harry Quilter, the editor of the Universal Review, but then, on 24 July, he wrote to Quilter:

Hardy's proposal was evidently accepted, for on I August he wrote to Edmund Gosse that 'I am at present up to the elbows in a cold blooded murder which I hope to get finished in a day or two' .3 'A Tragedy of Two Ambitions' was published in the Universal Review the following December, while 'The Melancholy Hussar' was published in the Bristol Times and Mirror in 1890.