Almost nothing is currently known about this supposed Stanley McKay-produced pantomime. The first record of its existence found to date is a 1913 advertisement in the
Clarence and Richmond Examiner publicising a forthcoming season in Grafton during the town's Race Week (3 July 1913, 1). Later that same year New Zealand's
Truth newspaper reported that
Hey Diddle Diddle was one of three pantomimes to be shortly toured around the Dominion by Stephenson and Linley in association with McKay - the other works being
Little Bo-Peep and
Old Mother Hubbard (11 October 1913, 2). No reviews or confirmed dates have yet been located for either the Australian or New Zealand tours of 1913 and 1914. This suggests that it was either relegated to a back-up production, or possibly never even produced.