Formed in 1987 by Buzz McCoy and Groovie Mann, My Life with the Thrill Kill Kult emerged from Chicago's music scene, specializing in a unique blend of rock/dance beats with provocative themes borrowed from trashy B-movies. Signed to Wax Trax! Records, the duo released a series of albums in the late '80s and early '90s, including the notable Sexplosion! which gained mainstream recognition for their song "Sex on Wheelz" featured in the film Cool World. Transitioning to labels like Interscope and Rykodisc, Thrill Kill Kult continued to release concept albums and remixes, maintaining their reputation for high-energy stage performances and bold visual aesthetics.

Despite a brief hiatus in the late '90s, My Life with the Thrill Kill Kult resurfaced in the early 2000s, delivering new material under various record labels including Invisible and Ryko. The band's discography expanded with releases like The Reincarnation of Luna and Gay, Black & Married, showcasing their versatility in exploring different musical styles. With their own label SleazeBox established in 2009, the group celebrated their 25th anniversary with a U.S. tour and released Spooky Tricks in 2014. Thrill Kill Kult's enduring legacy includes contributions to film soundtracks and collaborations with notable bands, solidifying their status as pioneers in the industrial dance genre.