The A733 is described in the 1922 Road Lists as Galston - Junction with A77 near North Glassock.
Starting on the A77 to the northeast of Fenwick, the road headed south via the village of Moscow to end on the A71 in Galston. Later in the 1920s the road was extended along the majority of the original B746. It therefore headed southwest from Galston via no places of any size. Crossing the A76 en route it ended on the then-A758 to the east of Ayr.
In 1935 the entire road was renumbered as an extension of the A719, which also took over that part of the A758 into Ayr town centre. In more recent years the A77 Ayr bypass has taken over the southernmost section of the extended A733. The bypass and the old road do not have exactly the same route, however, so certain parts of the ex-A733 can still be seen, particularly at the southern end, with the A733 having used the now-unclassified Low Road.