The festival's name refers to the Pierre Beaumarchais play The Marriage of Figaro, whose alternative title is La Folle Journée ("The Mad Day").

René Martin founded the La Folle Journée festival in 1995, with the intention of presenting short classical music concerts for diverse audience, on one day.

Each year focuses on a theme, initially on composers such as Mozart (1995) and Beethoven (1996, 2020), but since expanding to encompass subjects such as Tolstoy's The Death of Ivan Ilyich (2001).

Other cities have developed their own festivals based on the format of La Folle Journée, including Madrid, Bilbao, Tokyo, Yekaterinburg, Rio de Janeiro and Warsaw.

The first editions of the festival on February 4 - 5 1995, were dedicated to unique composers like Mozart, Beethoven, Schubert, Brahms or Bach.