The group was founded in 2002, when a Winnipeg guitar shop called Sled Dog Music brought Ruth Moody, Nicky Mehta and Cara Luft together for a joint performance.

The show was well received and the owner, John Sharples, scheduled a follow-up performance[2] and suggested they "go on tour and call themselves the Wailin' Jennys.

In previous years, the Jennys have also toured with fiddler and mandolinist Jeremy Penner, who is from Ruth's former band, Scruj MacDuhk.

Other band members have included Annabelle Chvostek, a singer/songwriter from Montreal, and Ruth Moody's brother Richard on viola and mandolin.

The Wailin' Jennys have won two Juno Awards for Roots and Traditional Album of the Year (Group): in 2005 for 40 Days and in 2012 for Bright Morning Stars.