In the early colonial days, the bay is marked as Taihowan Bay. The name Telegraphy Bay suggested that it is where the telegraph cable linked to overseas in late 19th century by Cable and Wireless. The endermic species of Bauhinia blakeana was first discovered near the bay.
The indigenous name, Tai Hau Wan (大口灣), means big mouth bay. It is now usually referred to the north end of the bay as Tai Hau Wan (大口環), that is Sandy Bay (沙灣), a small bay in adjacent to. Note that character wan (灣, lit. bay) is mistakenly written as wan (環, lit. circle).