Dream pop duo Azure Ray was formed in 2001 by friends Orenda Fink and Maria Taylor in Athens, Georgia, USA. The two met at age 15 at the Alabama School of Fine Arts in Birmingham, Alabama. While still in Birmingham, the two led a band called Little Red Rocket, which was compared to Veruca Salt and released two albums in the late 1990s.

Azure Ray released his debut album in 2001 on the label Warm Records. Azure Ray, the album, combines elements of folk, pop and electronic music.

In 2002 the album Burn and Shiver came out. Later that year, the duo moved to Omaha, Nebraska, where they partnered with the record label Saddle Creek Records.

On Saddle Creek, the band released the album Hold on Love (2003) and some singles.

The duo broke up in 2004. Orenda Fink and Maria Taylor released some solo albums and dedicated themselves to other projects. In 2009, the O+S project, a partnership between Orenda Fink and musician Scalpelist, was highlighted in the indie scene with the release of an eponymous album. That same year, Maria Taylor announced the return of Azure Ray.

The fourth album, Drawing Down the Moon, was released in September 2010. Two years later, in September 2012, As Above So Below came out. The band released a new full-length work in 2021, titled Remedy.