[2][3][4] Cold Cave was founded in 2007 by Wesley Eisold, vocalist of hardcore groups Give Up the Ghost (previously known as American Nightmare), Some Girls,[5] and Heartworm Press founder.

[12] In September 2012, Eisold announced Cold Cave would be touring the US later in the year, he would be recording a new album, and that the new live lineup included: Hunter Burgan (AFI), London May (Samhain), Jessie Nelson, and Cody Votolato (The Blood Brothers).

[16] While continuing to work on a follow-up to Cherish the Light Years and not under contract with a label, Eisold began independently releasing a series of stand-alone singles.

[21] In 2013, Eisold released "Oceans with No End" (through Jacob Bannon's Deathwish Inc.),[22] "God Made the World"[18] and "Black Boots",[17] for which Slava Tsukerman, known for his 1982 film Liquid Sky, directed a music video.

[citation needed] Cold Cave began working on its third studio album and follow up to Cherish the Light Years tentatively titled Sunflower in 2013, and a release date in 2014 was originally anticipated.

On what the potential sonic direction of the new album, Eisold said it would be a "mix between some of the bigger sounds on Cherish and more minimal stuff I'm interested in now, like Suicide or 39 Clocks.

"[26] However tours in support of Full Cold Moon and the 2012–2013 singles series proved to be more fruitful than anticipated, and as a result, work on Sunflower was put on hold.

[30] In June 2015, Cold Cave performed at the wedding of Tony Hawk and Catherine Goodman at the Adare Manor in Ireland.

The video accompanying the track revealed a full live band featuring, besides the ever-present Eisold and Amy Lee, steady touring member Max G. Morton, Nils Bue (bass/guitar) and Ryan McMahon (drums).

In early April 2018, the band premiered another song, "You & Me & Infinity", and announced a 26-date North American Spring tour with Choir Boy and Black Marble.

While there have been other people contributing to Cold Cave either on tour or in the studio since its conception, Eisold doesn't consider any of them to be official band members.