I'd ever heard in my life." Eldridge continued playing with similar traveling groups until returning home to Pittsburgh at the age of 17.

At the age of 20, Eldridge led a band in Pittsburgh, billed as "Roy Elliott and his Palais Royal Orchestra", the agent intentionally changing Eldridge's name because "he thought it more classy." Roy left this position to try out for the orchestra of Horace Henderson, younger brother of famed New York City bandleader Fletcher Henderson,