A dress which belonged to Anna King, the wife of Philip Gidley King, the third governor of New South Wales, is one of the earliest surviving items of clothing with Australian provenance. Made from embroidered Indian muslin, the evening dress, dated to c.1805, is a significant item of colonial Australian material culture. Anna King’s dress has regularly been cited as an example of the early trade between India and Australia. In providing updated research into the dress, including new insights from Anna King’s diary, written on her voyage to Australia in 1799-1800, I move beyond the general recognition, made by James Broadbent and Marion Fletcher, that the fabric is of Indian origin, and challenge the assumption that it was imported into Australia directly from India. By tracing the origins of the fabric and investigating who may have made the dress this article illuminates the social life of an early colonial society making the transition from a penal colony to one which also provided opportunities for emancipated convicts and free settlers. A close study of this particular garment provides insights into the social mores of a small but developing settlement, the establishment of businesses, and the complex networks of trade that were developing between India and the colony. This article also argues that the dress – both in terms of its form, fabric, and manner of procurement – is evidence that genteel styles of dress from Britain were already arriving in the penal colony in the first decade of the nineteenth century.