The Three Fantasies or Caprices, Op. 16, were composed during one of Mendelssohn's many trips to Britain. While there, Mendelssohn performed Beethoven's Fifth Piano Concerto and a symphony of his own, marking the beginning of his fame in England. The Op. 16 Fantasies have their origin in a visit Mendelssohn made to the estate of a business acquaintance of Mendelssohn's father. The Taylor family had three daughters, and for each one Mendelssohn composed a Fantasie. Legend has it that the first was inspired by a bouquet of carnations and roses, the second by small flowers shaped like trumpets that one of the girls wore in her hair, and the third by a brook. The pieces were published as Trois fantaisies ou caprices in Vienna in 1829.

No. 1, in A minor, was completed on September 4, 1829. The piece is in ternary form, with slow outer sections in A minor and a central, 6/8 section in A major. Marked Andante, the opening segment is based on an arching melody that traces the A minor triad at the beginning. Quiet and reserved, it disintegrates into non-thematic arpeggios and other figures that serve as an introduction to the Allegro vivace. The most interesting aspect of the fast middle section is a tremolo octave accompaniment figure in the right hand that continues through the change back to A minor and the return of the Andante theme, now played by the left hand.

No. 2, in E minor, is dated November 13, 1829, and entitled Scherzo. Its rhythmic feel and texture are similar to that of the song Neue Liebe, Op. 19a, No. 4, composed not long after the Fantasie. After beginning the piece with an intense, repeated-note figure, Mendelssohn runs through the same material twice, varying it the second time around and closing on E major.

Mendelssohn finished the third of the set, in E major, on September 5, 1829. The piece resembles some of the composer's Songs Without Words in that it has a melody in the highest register and a moving bass line with accompaniment figures in the middle register, usually played by the fingers of the right hand not busy with the melody. Varied returns of the melody are separated by virtuoso flourishes as the piece remains in E major throughout.

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