When Jean Sibelius hit the age of 30 in 1895, he was starting to find his stride as a composer, and figurehead for Finnish society. He had recently turned his focus away from aspirations to be a violinist, and instead was concentrating on writing orchestral works. Critics were praising him for the strong Finnish quality to his music. At a time when the Finns found themselves at odds with their Russian rulers, this quickly elevated Sibelius to hero status, especially in 1899 when he wrote the tone poem Finlandia.
In early 1900 tragedy struck the Sibelius family. Their 15 month old daughter Kirsti died after contracting typhus. Jean Sibelius had been particularly fond of Kirsti, and took her death especially hard. In an attempt to stop his other daughters catching the disease, his wife took them to her mother's house, leaving Jean alone. One of Sibelius' ways of dealing with this grief was to drink heavily, an addiction that caused him many health problems through his life. Another way, was with music.
In what must have been an extraordinary three hours, Sibelius poured his grief onto paper in the form of a piece for cello and piano. Originally titled Fantasy, the piece was dedicated to friend, conductor and cellist Georg Schneevoigt, who gave the first performance with his wife at the piano. Sibelius' renaming of the piece to Malinconia reflected his grief during this period. The piece is highly virtuosic for both instruments, and intersperses virtuosic passages with a passionate, lamenting melody.