In high school, he taught himself trumpet because “I wanted to hear myself on a louder instrument in way I couldn't do with a violin in an orchestra.” He was the leader of his own band in Chicago from 1932 to 1937.

[1] An ad in a June 1933 prom book at the Edgewater Beach Hotel for the Staples Cafe, 6344 N. Broadway, Chicago shows "Ray Nance and His Ebony Aces."

[2] Shortly after joining the band, Nance was given the trumpet solo on the earliest recorded version of "Take the "A" Train", which became the Ellington theme.

In 1949, Nance participated, along with Ellington sidemen Russell Procope, Johnny Hodges and Sonny Greer on several Ivory Joe Hunter sessions, for King Records of Cincinnati.

[2] With Ahmed Abdul-Malik With Jaki Byard With Duke Ellington With Horace Henderson With Earl Hines With Johnny Hodges With Budd Johnson With Joya Sherrill