After three of the four band members met at a Christian college, the quartet formed in their hometown of Fullerton in 2004 and then moved to Los Angeles to record their first demos. They were signed to Monarchy Music and released their debut EP, Mulberry Street, in 2005. Over the course of the year, they came into the haze of scene bloggers, becoming insider tips as a result, and toured in 2006, most notably with the Tapes 'n Tapes or the Figurines. Having attracted the attention of Pitchfork and the NME, they switched to Downtown Records and, following further EPs, released their debut album Robbers & Cowards there towards the end of the year.
In 2010, the band released the album Mine Is Yours. Guitarist Jonnie Russell left the band in 2012 and was replaced by Dann Gallucci (formerly of Modest Mouse). In the years that followed, the band enjoyed some success. For example, the single First (2015) reached #1 on the "Billboard Alternative Songs" chart. In 2015, the Cold War Kids played at the important Lollapalooza festival in Chicago.