Shakespeare probably wrote King Lear in late 1605 or 1606. Gloucester refers to "eclipses in the sun and moon" (1.2.112), which happened in September and October 1605. There is a record of a performance of the play at court on 26th December 1606.

The play was entered in the Stationers' Register on 16 November 1607 and the first Quarto of the play, known as the 'Pied Bull Quarto', was printed in 1608 'for Nathaniel Butter … to be sold at his shop in Paul's Churchyard at the sign of the Pied Bull near St Austin's Gate.'