The Caledonian distillery, originally known as Edinburgh Distillery, was built in Edinburgh in 1855, situated between the Haymarket train station and the Union Canal. The name was changed to Caledonian soon afterwards and the distillery was thenceforth referred to colloquially as The Cally. 

Caledonian’s owners Menzies & Co. joined the grain whisky cartel Distillers Company Ltd in 1884 and The Caledonian distillery in its heyday was for a time the largest in Scotland, producing over 9 million litres of grain whisky a year.