The Convention of Associations was established in 1910 to combine a number of associations that had already formed in Kenya to make the needs and interests of the colonists known to the Colonial Office.

The first member of the Convention, the Colonists' Association, was formed in 1902 to encourage Europeans to settle in Kenya. The following year this was transformed by Lord Delamere into the Planters' and Farmers' Association, but it soon reverted to its original name under the presidency of Lord Hindlip. In 1907 Captain Grogan became president of this Association; he later became the first President of the Convention.

The Pastoralists' Association was another major member of the Convention. It had been founded by R.A.B. Chamberlain to represent those farmers who had come from South Africa to settle in Kenya.

A number of District Associations joined these two bodies to form the Convention.

The first meeting of the Convention was held in February 1911; from that time it exerted its political influence on the Government continuously, though with diminishing force after 1927 when the Governor and the Official members of the Legislative Council ceased to attend the sessions. After the meeting in 1938, when Lord Erroll suggested that the Convention should confine itself to discussing agricultural and technical matters, it seems not to have met for some time, and after the Election in 1943 its original work was taken over by the Electors' Union.

There was an attempt to revive the Convention in November 1943, but it was not until 1957 that the real revival took place; the first meeting was held on the 8 May 1958 and the first Conference on the 27 June. The Convention of Associations continued its activities until April 1963 when it was finally wound up.