One of Mendelssohn's widely beloved works, while not exceedingly difficult to perform, it demands refined technique in its details. Mendelssohn began composing substantial works, such as orchestral pieces, from his teenage years. In this work too, he effectively employs harmony and counterpoint to display an original formal structure. The tonal arrangement, with an introduction in a major key and the main section in a minor key, is frequently observed in Mendelssohn's later works.

Although it was once believed to be a work from Mendelssohn's age 15, it was actually composed when he was 21. This piece was originally written in 1828 as an "Etude in E minor" for Delphine von Schauroth (a pianist), Mendelssohn's first love whom he met in Paris. Then, in 1830, the "Etude in E minor" was augmented with an E major introduction (Andante), resulting in the present "Rondo Capriccioso".