The orchestra was founded in 1983 by a group of music lovers, led by flutist Paul Lustig Dunkel, who served for 25 years 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 Itzhak Perlman as artistic director and principal conductor. Perlman debuted as the orchestra's conductor on October 11, 2008 in an all-Beethoven program; the Emperor Concerto with pianist Leon Fleisher and Symphony No. 7. The orchestra does not have a resident conductor at this point. In the meantime they have decided to use guest conductors.