The band was formed in 1985 by guitarist Harry Cody and bassist Tim Sköld, with singer Zinny J. Zan and drummer Stixx Galore taking part in their most commercially successful lineup.

Shotgun Messiah drafted an American bassist, Bobby Lycon from New York band Battalion (which also featured future Michael Monroe guitarist Jon Rae Sierra), to fill Sköld's former position.

[11] In 1992, Shotgun Messiah released I Want More, an EP featuring covers of songs by the Ramones, The Stooges, and the New York Dolls.

[17] Sköld later went on to release five additional solo albums: Anomie in 2011, The Undoing in 2016, Never is Now in 2019, Dies Irae in 2021, Dead God in 2022 and Seven Heads in 2023.

[20] Cody collaborated with Tom Waits, and performed guitar and banjo on the latter's 2004 album Real Gone and the Orphans: Brawlers, Bawlers & Bastards boxset compilation released in 2006.

They later released a live album under the Shotgun moniker with a lineup that also included guitarist Rob Marcello, bassist Chris Laney and keyboardist Jonas Beijer.

[9] In 2022, Zan claimed that the reunion never took place due to Sköld's management wanting the singer's role to be limited to guest appearances.