After releasing Sword, Crown and Shields, a 3-track demo, Thy Majestie composed new material which was recorded in March 1999 titled Perpetual Glory.

In January 2002 Thy Majestie was contacted by Thomas Youngblood to support him on his European tour with his band Kamelot but they could not afford travel expenses and had to record another album 2 months later.

But in October 2004 he left as well "due to personal reasons", one of them being the distance between Grilli's hometown, Varese, and Palermo, where the other members of the band live.

During the end of year 2007, the other founding member, Giuseppe Bondi, left Thy Majestie for personal reasons.

Thy Majestie performed at the Immortal Metal Fest in Finland on 19 April 2008 as well as at Fear Dark in Zwolle, the Netherlands on 24 May 2008 and in Stuttgart, Germany[2] on 1 June 2008.

[1] Valerio Castorino, who toured with Thy Majestie during their last gigs in Europe, and Dario Cascio left the band because of private matters.