In the early 1800s, the theater was temporarily located in a building in High Street adjoining the hunting stables until 1814 when a small theatre was built on Bath Street. It opened with the play of the Earl of Warwick and the Fortune’s Frolics farce (Moncrieff’s Guide to Leamington Spa (1830)).
Here is an ad from the opening:
A Descriptive Guide of Leamington Priors (1814).
Leamington Spa was a place, like Bath, known “as a place of gaiety, the resort at all seasons of the fashionable and the wealthy” for which the theatre offered entertainment (New Guide to the Royal Leamington Spa, the Neighbouring Towns, and Surrounding Country (1839)).
New guide. An historical and descriptive account of Warwick and Leamington. (1816)