Burlesque houses were generally male domains, at least as far as their patrons were concerned. Catering particularly to middle-class men seeking to escape the strictures of the home (and perhaps to procure a prostitute), these venues offered stage shows with women dancing in what was then considered scandalous costume, as well as comedians, singers, and the occasional minstrel act. Although many people associate burlesque with striptease, stripping did not become common in burlesque performances until the very end of its heyday. Burlesque houses originated in concert saloons and "variety theatres" in the 1870s and 1880s. These featured a bar in the front, and gambling, prizefighting, and "pretty girls" who were sometimes prostitutes and often associated with prostitution. While some saloons were simple barrooms with basic stages, others such as Harry Hill's in New York,  were lavishly decorated in an effort to attract "sports" from uptown. Burlesque houses also trace their roots to the British music hall tradition, and in the theatrical tradition of burlesquing famous and popular "legitimate" theatre. Yet while the British music hall drew its audiences primarily from the working classes, American concert saloons and burlesque houses attracted audiences from all classes.

By the late 1880s, with the growth of large industrial cities in the East and Midwest, and with an increase in mass production and consumption, reform groups began to agitate against the "moral depravity" of burlesque houses and of similar low-grade variety venues. At the same time, middle-class women visiting the city for  a day of shopping, with or without their children, also became interested in taking in a show. These pressures provided opportunities for certain producers, and vaudeville slowly emerged as a purportedly cleaner, more family-friendly form of variety entertainment. Vaudeville's reputation for moral rectitude—which was sometimes as much of a performance by promoters as were the acts on the stage itself—that the largest vaudeville circuit of the late 19th and early 20th centuries, the Keith-Albee chain, was often called the "Sunday School" circuit.