Occupying a long narrow strip of land at the top of the cliff overlooking the Bristol Channel, Windsor Gardens were laid out between 1880 and 1885 to serve both the general public and the villas that were built adjoining it, all of which originally had private access to the gardens.

The gardens were designed by Robert Forrest and Henry Snell on land owned by Lord Windsor and are actually in two separate sections, north and south of a path (dingle) which runs down from Marine Parade and enters the Esplanade at the side of Penarth Yacht Club.

The northern half of the gardens was completed first in 1880, and the entrance was at the lower end of Bridgeman Road, where the garden superintendent's lodge was situated. This 'North Lodge' later became the Piermaster’s house. The gardens ran southwards from here along the cliff top to the dingle separating the two halves of the garden, where there was a puzzle gate, permitting exit only.

The southern half of the gardens was completed five years later and the South Lodge, a small two storey red brick building with a side gate leading to it, was built soon after the garden opened at its southenmost entrance. This building is currently used as the headquarters for the Council's parks and gardens staff and in 2010, one of the ground floor rooms was made available for the Penarth Society to use as a community exhibition centre.

An early wooden bridge connecting the two halves of the gardens was replaced a few years later by a cast iron bridge designed by Henry Snell. This was removed in 1937 causing the gardens to lose one of its most attractive vistas along the gardens' length.

An octagonal bandstand with a gently pitched roof supported on iron columns occupies a prominent position in the northern gardens and there are steps nearby leading down to the top of the Beach Shelter, now the Fig Tree restaurant, on the Esplanade. These were built in 1977 and replaced an older set which had fallen into disrepair.

The gardens remained part of the Windsor estate until 1932, when they were handed over to the Urban District Council.

Windsor Gardens have remained substantially unaltered since they were first created and, as with all of Penarth's parks, are very well cared for by the Vale of Glamorgan's excellent Parks and Gardens staff.