The orchestra has had many eminent chief conductors. In its early years, Heinrich Schütz was associated with it, and in the 19th century Carl Maria von Weber and Richard Wagner were both chief conductors. In the 20th century, Richard Strauss became closely associated with it, as both a conductor and a composer, with several of his works being premiered by the ensemble. Karl Böhm and Rudolf Kempe were also chief conductors.
Giuseppe Sinopoli was its chief conductor at the time of his death in 2001. In August 2002, Bernard Haitink took up the post.