The beginnings of the Peninsula Park Golf Course date back to 1913, when the Ephraim Men’s Club adopted a resolution to ask the State Conservation Commission to set aside land for golf links. By early 1914, Park Superintendent A. E. Doolittle was given the green light by the Conservation Commission to lay out two separate sixty-acre golf links. One was to be located near Fish Creek, and one near Ephraim.

A delay in further progress in making the links came about in the following years for multiple reasons. First, the onset of the United States’ entrance into World War I in 1917 resulted in budget cuts to the State Conservation Department. As a direct result of this, the sixty-acre Fish Creek course which was established at the same time as the Ephraim course was abandoned. Second, the State Department of Agriculture began looking at the tract of land the Ephraim links resided on as the site of a new Agricultural Experimental Station. It wasn’t until 1920 when the planning for the facility was moved to a plot in Sturgeon Bay that the Ephraim links began to take form what they would be today. The Ephraim Men’s Club and other private parties had raised upwards of $2,000 to be used for a new course.

What would become the established 6-hole course was first planned the following year in 1921. The new links were laid out by W.M. ‘Bim’ Lovekin, a ‘golf link expert’ from the Fox River Valley Country Club of Green Bay. He also helped lay out the Sturgeon Bay Country Club links, where he subsequently won the first pro tournament that August of 1921. The new course in Ephraim was a private facility operated by the Ephraim Men's Club on land that was leased from the State in the southeast corner of Peninsula State Park, measuring a total distance of about 3500 yards. In 1923, the first 9 holes were completed under E. F. Folda’s management, though with sand greens. The completion of the first 9 mark what is accepted as the beginning of the links as we know today. Though, the problem of watering without irrigation remained a barrier to having a full grass course.

1925 was also the year of the first annual amateur tournament that was played at the Peninsula Park Golf Course. Beginning on August 23rd, it was won by G. W. Christopher of Pittsburg who beat 15-year-old Arthur Haach of Sturgeon Bay. 1925 was also the most successful year of the course yet, with Harold Wilson reporting that $3500 was taken in on around 2400 day-tickets, 95 week privileges, and 25 season tickets. 60-75 players came through on an average daily throughout the season. Doolittle reported in August that with the money raised from the fruitful season would be put into improving and enlarging the links, planning to expand to 18 holes next year in 1926.

Beginning in late 1926, however, strife between the state and the Ephraim Men’s Club began with disagreements around the philosophy of the course’s operation. The Men’s Club wanted the state to pass a bill which would permit all the money generated from the course to be put back into it, willing to manage it without compensation. The state had different ideas, wanting the monies to be put back into the Conservation Commission. Two bills for state management of park recreation were vetoed in 1927 by Governor Zimmerman before a bill was eventually passed giving the state authority to operate the golf course. The second nine, while laid out during the time it was still managed by the Ephraim Men’s Club, was completed under management of the state in 1930.