In 1937, a team of Estonian marksmen won the World Champion title in Helsinki. They brought back with them a young lynx, named Illu. Illu became the first exhibit in the zoo, which was formally opened on 25 August 1939. The lynx was later chosen to be the zoo's emblem animal.
Initially, the zoo was based on the edge of Kadriorg Park. Estonia was occupied and annexed by the Soviet Union in 1940, delaying the planned development of the zoo. It relocated to a 89-hectare (220-acre) site in the Veskimetsa district in 1983.