Royal Sydney's clubhouse contains a wide range of facilities in tune with its status as a pre-eminent social institution. The clubhouse features bars, restaurants, function rooms, bridge rooms, billiards room, a bottle shop and reading lounges, while accommodation is also available within. The stunning back drop of the harbour and the sporting facilities is available from most of the clubhouse.

The first clubhouse in Rose Bay comprised two rooms rented in the cottage of Mrs Ebsworth which stood on a cart track leading to the sewer outfall. Formerly called Sewer Road, it is now Blair Street. The second clubhouse was built in 1897, erected on a freehold site acquired from the Cooper estate at the southern end of O'Sullivan Road (on the corner of Birriga Road), near Old South Head Road. The Clubhouse was a substantially constructed, picturesque building in the bungalow style. The building was occupied in August, 1897. A month later, at the official opening by the Governor, Lord Hampden, His Excellency announced that Her Majesty had agreed to the prefix "Royal". The first of the Club's four fires was in September, 1899. It began in the Clubhouse pantry but was "opportunely discovered and extinguished by the Ebsworth children" and by the Club's first professional, James Scott.

By 1903 most of the land on the present site had been secured and the Committee decided to build a new clubhouse. The Committee's choice of site was made on 25 February, 1904 and members moved into the new venue in October that year. It consisted of a dining room seating about ninety, a bar in the smoking room and a most impressive locker room, "probably one of the largest of its kind in any clubhouse in Australasia" and a ladies sitting room. The first floor comprised seven large well equipped bedrooms. By the end of the First World War, however, Royal Sydney's membership had almost reached 1,500 and the new building was not accommodating the increase all that well.

On the 21 April, 1920, the Clubhouse was destroyed by fire. The Committee met the following day and agreed that the site should be cleared to prepare for a new building. A temporary clubhouse of wood and iron was erected and within a month, that structure was ready for occupation. A new clubhouse was commissioned and by July, 1922, the new clubhouse was ready for occupation. Since 1922 there have been numerous additions and alterations. Apart from a third fire in 1952 which completely destroyed the staff quarters in the western tower, much of the change has been functional rather than purely structural, and characterised by common sense: change to accommodate increased membership, an ever growing staff, increased sporting and social activity, and to keep abreast of social trends and attitudes without sacrificing its regard for tradition.

In 2003, the Club commenced one of its most ambitious redevelopments of the Clubhouse. Substantial alterations to the dining and functions areas as well as the food preparation areas commenced to improve organisational efficiency and service to members as well as a re-fit of the golf shop and golf storage areas.