Rover was designed in 1872 by Edward Reed, the Director of Naval Construction, as an improved version of the Volage-class corvettes. She displaced 3,462 long tons (3,518 t) tons, nearly 400 long tons (410 t) larger than the older ships. The ship was 280 feet (85.3 m) long between perpendiculars and had a beam of 43 feet 6 inches (13.3 m). Forward the ship had a draught of 17 feet 6 inches (5.3 m), but aft she drew 22 ft 7 in (6.9 m). Her iron hull was covered by a 3-inch (76 mm) layer of oak that was sheathed with zinc from the waterline down to prevent biofouling. Watertight transverse bulkheads subdivided the hull. Her crew consisted of 315 officers and enlisted men.
The ship had one three-cylinder horizontal compound-expansion steam engine made by Ravenhill, Eastons & Co., driving a single 21-foot (6.4 m) propeller. Ten cylindrical boilers provided steam to the engine at a working pressure of 70 psi (483 kPa; 5 kgf/cm2). The engine produced a total of 4,964 indicated horsepower (3,702 kW) which gave Rover a maximum speed of 14.5 knots (26.9 km/h; 16.7 mph). The ship carried 420 long tons (430 t) of coal, enough to steam 1,840 nautical miles (3,410 km; 2,120 mi) at 10 knots (19 km/h; 12 mph).
Rover was ship rigged and had a sail area of 17,863 square feet (1,660 m2). The ship was an indifferent sailor and her best speed under sail alone was only 11 knots (20 km/h; 13 mph). Ballard believes that one cause of her poor performance under sail was due to the drag of her uneven fore-and-aft trim. Her propeller could be hoisted up into the stern of the ship to reduce drag while under sail.
The ship was initially armed with a mix of 7-inch and 64-pounder 64 cwt rifled muzzle-loading guns. All sixteen 64-pounders were mounted on the broadside while the two 7-inch (178 mm) guns were mounted underneath the forecastle and poop deck as chase guns. In 1880, the ship was rearmed with 14 BL 6-inch 80-pounder breech-loading guns. One gun each was mounted at the bow and stern as chase guns while the remainder were broadside guns. Two carriages for 14-inch (356 mm) torpedoes were added as well.
Rover was laid down at the yards of the Thames Ironworks and Shipbuilding Company at Leamouth, London in 1872. She was launched on 12 August 1874 and completed on 21 September 1875 at a total cost of £169,739. Her hull cost £104,718 and her machinery £65,021.