[6] The band has stated their name originates from a character from the film Natural Born Killers, saying "We wanted a character name, preferably someone with a dark edge and dark side and we were going to go for Dorian Gray but at the time there was a cheesy Hollywood movie coming out of Dorian Gray so we went for Mallory because of that.".

They went on to record their debut EP Pilot at Studio Glasseye with the help of producer Dan Lancaster (We Are The Ocean, Lower Than Atlantis).

[2][10] Mallory Knox on went to support Don Broco on their Priorities Tour from February 2013 to early April.

[16] Mallory Knox also supported Biffy Clyro on 28 October in Guildford as part of the Samsung Galaxy Studio live shows.

[4] In November, the band toured the UK in support of the new album, culminating in two sold out nights at London's Electric Ballroom.

[26] Mallory Knox played the In New Music We Trust Stage at BBC Radio 1's Big Weekend on 23 May.

[citation needed] On 12 May 2017, Mallory Knox released a cover of Coldplay’s song, "Yellow", in collaboration with mental health charity CALM (Campaign Against Living Miserably).

The track is part of the campaign Torch Songs, that aims to celebrate music as powerful tool in the fight for mental health.

[36] On 14 February 2018, lead vocalist Mikey Chapman left the group and has since started a new band called Black Sky Research.

[37] The remaining members of Mallory Knox released a statement announcing that bassist Sam Douglas, after singing co-lead with Chapman, would take on sole lead vocal duties.

[38] On 19 February 2018, Mallory Knox premiered a new song, "Black Holes",[39] and revealed that they started working on a new record.

[41] On 9 September 2019, the band released a statement, in which they confirmed that they will be breaking up after finishing their forthcoming headline UK tour.