The play was first imagined in a collection of short stories by Robert W. Chambers also named "The King in Yellow", published in 1895. Lovecraft was a fan of the book and included references to the Lake of Hali and the Yellow Sign in his short story "The Whisperer in Darkness" (1930). August Derleth later expanded on this connection in his own stories, rendering Hastur as an evil deity related to Cthulhu and the King In Yellow as one of his incarnations.