The orchestra was founded in 1983 by a group of music lovers, led by flutist Paul Lustig Dunkel, who serves as the orchestra's music director and conductor. The orchestra originally was known as the New Orchestra of Westchester. In the early 1990s, the name Westchester Philharmonic was adopted.
The orchestra has developed a reputation for presenting new compositions and upcoming artists. A piece commissioned by the Philharmonic from composer Melinda Wagner, Concerto for Flute, Strings, and Percussion, was awarded a Pulitzer Prize in 1999. The orchestra was also among the first to present violinist Midori Goto in concert.
In 2006, Dunkel announced he would retire as music director and conductor after the Philharmonic's 25th anniversary season. In November, 2007, the orchestra announced the appointment of violin virtuoso Itzhak Perlman as artistic director and principal conductor, starting in October, 2008.