Many people believe wrongly that the first WWE , then known as the World Wrestling Federation ( WWF ) , pay-per-view was November 1985 's The Wrestling Classic . This was a tournament held at the Rosemont Horizon near Chicago . It is a commonly held misconception that the first WWE , then known as the World Wrestling Federation ( WWF ) , pay-per-view was November 1985 's The Wrestling Classic , a tournament held at the Rosemont Horizon near Chicago , but the first WrestleMania event , in March of the same year , was available on pay-per-view in some markets .