In the summer of 1886, when this work was composed, Brahms spent his time in Thun, Switzerland, a place he visited for three consecutive summers from 1886 to 1888 as a summer retreat. Thun was one of his favorite summer resorts, alongside Bad Ischl and Pörtschach in Austria. In a letter to his close friend Theodor Billroth (1829–1894), Brahms expressed great satisfaction with Thun, mentioning the lovely room he stayed in, the beautiful walking paths, delicious restaurants, and kind people. All three of these summer resorts are surrounded by rich nature, with beautiful lakes nearby. One can imagine Brahms, who loved the tranquility of the waterside, taking long walks and composing his works in a relaxed and happy state during the summer.

Among the important biographies of Brahms is the work by his friend, the music critic Max Kalbeck (1850–1921), which states that this work was composed while Brahms eagerly awaited the arrival of a woman he was fond of. This woman was the singer Hermine Spies (1857–1893).

Brahms's Violin Sonata No. 2 quotes melodies from his own Lieder: “Komm bald” (Come soon), Op. 97-5 (1884–1885), and “Wie Melodien zieht es mir leise durch den Sinn” (As melodies gently pass through my mind), Op. 105-1 (1886). Both works are set to poems by Klaus Groth (1819–1899).

The former describes a person looking out over a beautiful garden, thinking, “Oh, if only you were here!” The latter's gist is: “When one tries to describe elusive things like melodies or the scent of flowers with words, they fade completely, yet the rhythm of the poem still holds their fragrance.” From the titles and lyrics of the quoted Lieder, one can sense Brahms's feelings for Hermine, which he imbued into this wordless instrumental work, the sonata.