Although the casual games market is not the intended direction of Unknown Worlds, Zen of Sudoku, a casual puzzle computer game based on the popular logic puzzle Sudoku, was created in November 2006 in order to generate revenue towards funding the development of Natural Selection 2.

[2] In October 2006, Max McGuire became the studio's co-founder, having previously worked at Iron Lore Entertainment as Lead Engine Programmer.

Max and Charlie then attracted a group of angel investors including Richard Kain, Matthew Le Merle, Ira Rothken and Colin Wiel to back the company after a meeting at GDC in San Francisco.

This application was created to aid with development of Natural Selection 2, whose game code was largely being written in Lua.

In May 2009, Unknown Worlds began taking pre-orders for standard and special edition versions of Natural Selection 2.