Gloomy Winter's Now Awa' may have been written by Tannahill in about 1808, at a time when he befriended the composer Robert Archibald Smith who set some of his songs.
An early printing in: The Scottish minstrel: a valuable selection of popular songs, Printed & Published by OLIVER & BOYD, 1814, pp.74-76
Tannahill's friend, the composer R. A. Smith arranged the lyrics to the air "Lord Balgownie's Favourite" in about 1808.
Mr Smith tells how a lady of Smith’s acquaintance expressed a wish that there were words to accompany “Lord Balgownie’s Favourite”, a tune of which she was fond. Smith asked Tannahill to write something for the air, and this was done within a few days.
When Mr Smith had played the completed song for the lady, she begged him to invite the author to the house. He had to employ deceit to get Tannahill “to enter the company of people above his own station of life.” Tannahill’s initial discomfort was extreme, but “after a cheerful glass or two” he became “tolerably communicative.”
Tannahill's first publication was in 1804 or 1805 in a literary magazine in Edinburgh -- its title has never (at least to 1876) been satisfactorily identified. His next publication seems to have been in another unidentified magazine in England. It seems logical that he must have published more extensively than this in 1804, as 17 of his poems were included in a pair of Glasgow publications of 1805 and 1806--"The Selector" and "The Glena," both of which, as their names suggest, were "gleanings" from other publications. In any case, from then on Tannahill was published regularly, in "The Paisley Repository", "The Nightingale", "The Caledonian Musical Repository", Miller's "Paisley Repository", the "Scots Magazine", and other publications.
In 1807 he obtained enough subscribers for his one book, which sold out within weeks: The soldier's return: a Scottish interlude, with other poems and songs, by Robert Tannahill, 1807.