In August 1956, Duke Ellington and his orchestra were in Canada, performing in the same city as the ongoing Stratford Shakespearean Festival.

Curious, Ellington and his longtime composer/arranger Billy Strayhorn talked to festival staffers, and Ellington soon announced his next album project would be a conceptual piece, paying tribute to Shakespeare's varied works with appropriate jazz compositions.

In addition to the Such Sweet Thunder album, he promised the entire suite would be performed at the 1957 edition of the festival.

The title comes from Act IV scene i of A Midsummer Night's Dream, where Hippolyta says: "I never heard / So musical a discord, such sweet thunder.

"[5] The suite that would constitute Such Sweet Thunder was written in just under three weeks and recorded in early 1957.