The Grand Sonata was written in 1849-50 for a piano competition at the Paris Conservatory and was dedicated to Adolf Henselt. In this work, Liszt experimented with new ways of expression. According to his memoirs, the piece was so difficult that even Henselt could not perform it, and the premiere was given by Tausig. The dedication of the Sonata (the only remaining work by Liszt with this title and form) is to Schumann, who had, much earlier, dedicated his Fantasy for chamber ensemble to Liszt.

The Sonata forms a link with the Faust Symphony, and thematic similarities can be observed between the two works. The Fantasy and Fugue B-A-C-H was originally written for organ. The work was intended to be played at the inauguration of the new organ at the Merseburg Cathedral, but Liszt did not complete it in time, so the premiere did not take place until six months later. Liszt also transcribed the work for piano, and later revised both editions, for piano and organ.