Thy? was founded by Ian Diaz, Frank Guzman and Chirag Bhatt in 2002 during their high school years in North Bergen, New Jersey. The three friends decided to teach themselves how to play guitar and start a rock band, noting Metallica as one of their main influences at the time. They played their first few shows as Kno Talint in local basements, and their music had a very strong punk element, as their guitar skills were not yet developed.

The first real taste of today's Thy?, however, began to surface when Pablo Carpio joined the band in 2004, at which point the band had already become Portraits of Murder. The three founders had been getting into heavier and more progressive styles of metal, and the influence of bands like Opeth began to show in their music. While they were well known locally, they had yet to enter a recording studio. That year, they held try outs for bass and would end up putting Peter Ortiz into the mix, releasing their first EP a year later. The EP, now dubbed the Portraits of Murder EP, was actually recorded at Basement Waste studios in Caldwell, NJ with Ying Chee, who would end up replacing Peter Ortiz two years later. That EP was well received locally, and on the internet, even prompting a complement from Dan Briggs of Between The Buried And Me on their Myspace. Portraits of Murder had become a "real" band!

Pablo Carpio left to Ecuador the same year that Ying Chee joined, but the band managed to continue playing shows with German Sentichev and then later,
Mike Oquendo on the throne. In 2008, the band changed their name to Thy? and began to record their new material upon Pablo's return. However, they only managed to get "Body Farm Robbery" done before parting ways with him for good. Mike Oquendo was brought back in to record the rest of Thy? LP which was originally going to be titled Gnosis. The recording process would take another two years as they were recording the album themselves and were often distracted with excessive partying. They actually faced legal issues after almost burning a rehearsal studio complex down in Hudson County, New Jersey.

Upon the completion of Thy? LP in April of 2010, Ying Chee and Mike Oquendo left the band, leaving the original three with a full length album and no rhythm section to support it. Thy? went into hiatus until the winter when the original drummer, Pablo, returned to Thy?. The group also brought in the beautiful and talented pianist, Gisel Costa, to take up the keys. Thy? is currently recording their upcoming EP.