The name comes from Sir Walter Scott's novel Kenilworth (1821), "recalling the gallants of the court of Queen Elizabeth, the splendid Leicester and the hapless Amy Robsart" (John J. Marshall - Origin of Some of Belfast's Street-Names, p. 17). It was first applied to Kenilworth Street in 1873. This street was cleared in the 20th century but the name is perpetuated by Kenilworth Place.
“That the application of Mr James Wallace of 136 Albert Terrace to name 2 new streets off Newtownards Road ‘Kennilworth Street’ and ‘Clonallen Street’ be granted”. Minutes, Town Improvement Committee, 8th January 1873.