Between 1839 and 1847 Liszt wrote a series of piano pieces under the title Magyar dallok — Ungarische National-melodien (Hungarian Themes and Rhapsodies). These were at the heart of the fifteen Hungarian Rhapsodies, the first written in 1846 and the rest in 1847, and published in the early 1850s. To these Liszt later added four more, two written in 1882 and two in 1885. Six of the Hungarian Rhapsodies were orchestrated by or with the help of the flautist, conductor and composer Franz Doppler, who had met Liszt in Weimar in 1854, when Doppler and his brother had appeared at a court concert, during the course of a concert tour. The Dopplers had settled in Pest, Franz Doppler as principal flautist in the German Theatre and then, from 1841 to 1858, at the Hungarian National Theatre, thereafter serving as flautist and ballet conductor in Vienna. The extent of Doppler's work on the Rhapsodies is not clear, but in Liszt's will of 1860 he insists that the Hungarian Rhapsodies for full orchestra must be described as orchestrated by F. Doppler and revised by F. Liszt, adding his compliment to Doppler on the work undertaken.

The general form of the Rhapsodies is that absorbed by the gypsies from the Verbunkos (Recruiting Dance), the slow introductory section, the lassu, leading to a rapid friss. Hungarian Rhapsody No. 1 in F minor (No. 14), originally dedicated to Liszt's son-in-law Hans von Bülow, starts with a funeral march, going on to the Hungarian song 'Magasan repül a daru', further developed in an Allegro eroico section. It ends with a Vivace passage that uses the Koltö csärdäs. The work formed the basis of Liszt's Hungarian Fantasia.

Hungarian Rhapsody No. 2 in D minor, originally in C sharp minor, and perhaps the best known, was dedicated to the Hungarian politician Count Läszlö Teleky. The ominous Lento a capriccio opening leads to an expressive lassu. The return of the opening and a violin cadenza is followed by the lively and familiar friss, relaxing before the energetic conclusion.

Hungarian Rhapsody No. 3 in D major (No. 6 in D flat major), dedicated to Count Anton Apponyi, is marked Tempo giusto, and makes use of four popular Hungarian songs. A flourish leads to a Presto, followed by a lassu, its pessimism in a traditional text of despair replaced by the lively friss that succeeds it.

Hungarian Rhapsody No. 4 in D minor (No. 12 in C sharp minor), was dedicated to the Hungarian-born violinist Joseph Joachim, who led the Weimar orchestra from 1850 to 1852, but was later estranged from Liszt, towards whom his attitude had always been ambivalent. An ominous introduction, marked Mesto, leads to a passage for solo violin, to be followed by an Allegro zingarese, attributed to the gypsy violinist Jänos Bihari, whose virtuoso performances Liszt had heard in Vienna in 1822. All ends in a happy final Presto.

Hungarian Rhapsody No. 5 in E minor, Héroïde élégiaque, originally dedicated to Countess Sidonie Reviczky, is said to be an arrangement of a Hungarian dance by József Kossovits. The funereal mood, with its suggested muffled drum-beats, is lightened by the contrasting lyrical passages of the dance.

The last of the orchestrated set, the extended Hungarian Rhapsody No. 6 in D major (No. 9 in E flat major) , dedicated originally to the violinist Heinrich Wilhelm Ernst, is a work of overt nationalism, bearing the title Pester Karneval (Carnival in Pest). It offers a series of dance tunes, with a folk-song elaborated in the final section.