High on a mountainside, in an abandoned monastery on the Spanish island of Majorca, Frédéric Chopin worked at a small upright piano. His room resembled, in his words, “a tall coffin, the enormous vaulting covered with dust, the window small.” Outside, the winter landscape featured a crusader’s church and a ruined mosque, cypresses and olive trees, mountains, the sea, and ceaseless whipping wind. The harsh alpine climate did nothing for Chopin’s consumptive cough, and he disliked the pestering rubes from the town below. Yet he would look back on his winter in Majorca in 1838-39 as one of the high points of his life. In the monastery he composed many of his famous preludes, which Paul Kildea calls “the nineteenth century’s greatest collection of piano miniatures.”

In “Chopin’s Piano,” Mr. Kildea chronicles the unassuming instrument on which Chopin composed these treasures, following it from Majorca to Paris to Leipzig over nearly two centuries. It is an exceptionally fine book: erudite, digressive, urbane and deeply moving. A conductor and the author of a biography of Benjamin Britten, Mr. Kildea is a talented writer whose spark flares brightest at the level of the sentence and the phrase. (Chopin played delicately and felt “disdain for Liszt-style thumping”; a piano tuned to another era’s temperament today sounds “slightly rank, like meat on the turn.”) “Chopin’s Piano” achieves what the preposterous film “The Red Violin” (1998) attempted—a precious instrument lost and found over generations—only without a long-haired virtuoso playing caprices while having sex. It is still a pretty exciting story.

Chopin traveled to Majorca for rest and recuperation, and the space to work. But upon arriving he could not find a piano. He had ordered one from Pleyel of Paris, the Steinway of its time, but until it could be delivered he satisfied himself with an upright “pianino” from a local craftsman named Juan Bauza. A cart hauled it up the mountainside, drawn by mules. Mr. Kildea’s description deserves to be quoted at length: “Bauza’s instrument was out of date before it was completed. It possessed no technological pretensions: it was unable to support thicker or longer strings, greater tension or a larger compass, its wooden frame and iron bracing a hostage to the island’s fierce climate. Yet it had its own beauty.”

As Chopin composed—an exhausting process filled with revision and self-doubt—his companion wrote. She was Amantine-Aurore-Lucile Dupin, known to history by her pen name, George Sand. In her day she cut an extraordinary figure, dressed in black breeches, waistcoat and boots; wearing a large diamond crucifix at her neck; cigar in hand; hair secured by a silver dagger; full of opinions and fully ablaze. Sand subverted the era’s notions of gender and enjoyed many lovers; her writing attracted the admiration of Oscar Wilde and Henry James. Her descriptions in “A Winter in Majorca” are vivid indeed, but luckily for Mr. Kildea, Chopin hovers in the background of her book, leaving ample room for his.

Chopin composed roughly half of the preludes in the monastery. Like all pianistic composers, he wrote in the shadow of Bach, whose “Well-Tempered Clavier” provided inspiration. Mr. Kildea situates Chopin less as a committed Romantic than as a link between Bach and Impressionists like Ravel and Debussy. Chopin’s preludes are exquisite: enduring yet evanescent, painstakingly conceived while bearing the hallmarks of improvisation, each one sounding “as though it was plucked from the air.” The somber melody of Prelude No. 4 harks back to Beethoven; No. 8, with its dizzying arpeggios, anticipates Rachmaninoff. Mr. Kildea’s own favorite is No. 13, particularly the middle eight bars, a passage of tender loveliness that appears just once and then is gone.

After Chopin and Sand left Majorca in February 1839, the Bauza piano stayed behind. There it remained, gathering dust through the years as Chopin and Sand’s love affair petered out in Paris. In the realm of public performance generally, as Mr. Kildea relates, the concert hall began to replace the salon; and the grand piano took the place of the smaller, plinkier fortepiano. Chopin died in 1849, and his reputation benefited from the endorsements of Liszt, Mendelssohn and Robert Schumann. Mr. Kildea gracefully traverses the decades, his pages rich with period detail leading up to Paris’s belle epoque—from the horse-powered air conditioning at the opera to the gilt “singing bird boxes” that briefly enchanted the upper classes, re-creating bird song mechanically. “Each splendidly feathered bird was no bigger than a thimble,” he writes; the cage interior was “jammed with pistons and fusees, rotating cams and fly-controlled wheel trains.”

The piano sat forgotten until the great Polish harpsichordist Wanda Landowska made a pilgrimage to Majorca in 1911 and viewed the composer’s rooms for herself. She offered to buy the Bauza, and soon enough it became hers. Landowska installed it in her retreat at Saint-Leu-la-Forêt, north of Paris, where a photograph was taken that provides most of the known detail about the instrument’s dimensions and ornamentation—including two inlaid candleholders. “Chopin’s Piano” contains lavish illustrations of Landowska concertizing and recording across Europe, including a plate of her playing the harpsichord for Rodin in Paris and an uncannily similar one of her performing for Tolstoy in Russia. On one of her recordings in 1940 it is distinctly possible to hear the thuds of French antiaircraft guns targeting the Luftwaffe.

Once the Nazis seized Paris, Landowska, a Jew, fled to New York, leaving behind her priceless collection of instruments and manuscripts. A chilling German inventory sheet reproduced in the book lists, as item 56, “Piano (Joan Bauza, Palma).” Her friends in the French government howled at her displacement and the looting of her relics by Nazi soldiers. If Chopin’s piano were not returned, “such a loss to the French artistic patrimony would be absolutely irreplaceable,” wrote one grandee in vain. Here nationalism enters the frame, for though Chopin was French in sensibility, by birth he was of course Polish. Landowska, whose country was perennially torn apart by war, often took pains to point this out.

Her efforts to reclaim her seized possessions take up the final third of the book. The Nazis moved the piano and other instruments to Leipzig and then to Raitenhaslach, a town east of Munich, for warehousing, ironically, in another monastery. Mr. Kildea’s indignation at the obstacles to postwar restoration of Nazi-looted musical instruments—less well-known than plundered works of art—is a model of restrained outrage. The story is one of “obfuscation, indignation, amnesia, buck-passing, collective guilt, arrogance, superiority and guile,” he writes in a fine simmer. Yet the search ultimately yielded the Bauza, which was returned to Saint-Leu-la-Forêt in 1946. No one knows exactly what happened to it upon Landowska’s death 13 years later, and today it remains at large. With luck this outstanding book will prompt its rediscovery, and Mr. Kildea can update readers in a new afterword. This story is well worth reading again just to see how it ends.