It started in Chicago by William Hilliar and moved to St. Louis in 1904 when the Kansas City physician, Dr. A. M. Wilson, took over as editor (Vol. 3 No. 8). The number of pages per issue varied from twelve to fifty or more.
In 1906, Houdini started his own magazine partly in an effort to disparage and destroy The Sphinx, but the Conjurers' Monthly Magazine went out of business after only two years.
The 28 years of Dr. Wilson's ownership, the magazine covered one of golden ages of magic. Vaudeville was at it's height, bringing a variety magicians from all over the world to the larger cities of North America.
With Volume 1 Number 9, "The Sphinx" became the western organ of the Society of American Magicians and starting with Volume 8, it become the official organ of the Society of American Magicians.
Dr. Wilson died in April of 1930. William Larsen, who had idolized the doctor, had entertained hopes of taking over The Sphinx. Instead, that honor went to John Mulholland of New York.
Some of the many contributors over the years were: Ted Annemann, Al Baker, Fred Braue, Milbourne Christopher, Joseph Dunninger, Ade Duval, Karrell Fox, Robert Harbin, Guy Jarrett, Dr. Stanley Jaks, Ed Marlo, John Scarne and Harlan Tarbell.
A complete set would contain 52 volumes, 597 issues, and almost 17,000 pages.
- Vol. 1 — No. 1 to 7 : William J. Hilliar.
- Vol. 1 — No. 8 to 9 : The Sphinx Publishing Company.
- Vol. 1 — No. 10 to Vol. 3 — No. 2 : M. Inez (E. M. Vernelo)
- Vol. 3 — No. 2 : M. Inez (E. M. Vernelo) A. M. Wilson, M. D., Associate Editor.
- Vol. 3 — No. 8 - Vol 29 No. 2 : A. M. Wilson, M. D.
- Vol 29 - No. 3 - Vol 52 : John Mulholland