"I’ve got a tune that will knock ‘em - knock ‘em flat," Elgar announced to his friend Dora Penny, Dorabella of the Enigma Variations, in May 1901.

In the United States, March No. 1 is sometimes know simply as "the graduation song", and is irrevocably associated with graduation ceremonies. It was first played at such a ceremony on June 28, 1905, at Yale University, where the Professor of Music Samuel Sanford had invited his friend Elgar to attend commencement and receive an honorary Doctorate of Music. Elgar accepted, and Sanford made certain he was the star of the proceedings, engaging the New Haven Symphony Orchestra, the College Choir, the Glee Club, the music faculty members, and New York musicians to perform two parts from Elgar's oratorio The Light of Life and, as the graduates and officials marched out, Pomp and Circumstance March No. 1. The tune soon became a standard at American graduations, although it is no longer played at Yale graduations.