When was the first Kentucky Derby? July 7, 2020 by Pamela Landy The initial jewel in the Triple Crown known as the Kentucky Derby was first held in 1875 at Churchill Downs. Related Answers What three horse races make up the Triple Crown? How long was Secretariat’s horse racing career? Has any jockey ever won the Triple Crown more than once? In nuclear weapons terminology what is the difference between first strike and first use? How long did the original “Roller Derby” run?