Gonzales-Byass was established in Jerez in 1835 by a young entrepreneur Manuel Maria Gonzalez, who exported the first cask of Tio Pepe to London in 1844. Gonzalez was advised by an uncle of his, a man called Jose Angel de la Pena. Uncle Jose had a small bodega with his own solera of Fino, which had direct access to the street as he liked to come and go as he fancied. People called Jose are often nicknamed Pepe in Spain, so the solera of uncle Jose (tio means uncle), or uncle Pepe gave name to the famous Tio Pepe brand.

The original bodega del Tio Pepe still exists, is in use today, and in fact holds some of the best botas of Tio Pepe Fino. Gonzalez took different partners, and the company changed names a number of times, like Manuel Maria Gonzalez & Cia or Gonzalez & Dubosc. In 1855, the year the people of Bordeaux were really busy making the classification of their chateaux, Gonzalez sold some company shares to his importers and distributors in the UK, Robert Blake Byass. The name of the company was definitely set to Gonzalez Byass & Co., which has been kept till the present day. Today the fifth generation of the Gonzalez family still own and manage the company. 

The company has grown its holdings significantly over the years, and the winery's 37 hectares span across a number of small streets in Jerez  that connected the different bodegas, La Constancia, La Concha (a unique round bodega attributed to Gustav Eiffel), Los Apostoles, La Cuadrada, and the more recent Gran Bodega Tio Pepe, Las Copas or Marques de Bonanza.