The Exploding Star Orchestra came into being when the Chicago Cultural Center and the Jazz Institute approached cornetist and composer Rob Mazurek about putting together an avant-garde jazz ensemble for a Chicago concert. Mazurek assembled an orchestra of improvising Chicago musicians (including several members of Tortoise), rehearsed it, and when the dust settled, an interlocking suite called We Are All from Somewhere Else was performed. Telling a celestial story that combined stars, stingrays, electric eels, birds, phoenixes, and rockets (and featuring actual electric eel sounds recorded by Mazurek at a research facility), We Are All from Somewhere Else was recorded by John McEntire at his Soma Studio in Chicago and appeared in album form from Thrill Jockey Records in 2007. Musicians in the Exploding Star Orchestra, at least at the time of the Somewhere Else album, included Mazurek (cornet), Nicole Mitchell (flute), Jim Baker (piano), Corey Wilkes (flügelhorn), Jeff Parker (guitar), Matt Bauder (bass clarinet and tenor saxophone), Jeb Bishop (trombone), Josh Berman (cornet), Jason Adasiewicz (vibraphone), John McEntire (marimba and tubular bells), Matt Lux (electric bass), Jason Ajemian (acoustic bass), Mike Reed (drums, percussion, and saw), and John Herndon (drums).

In 2008, Thrill Jockey released the sophomore Exploding Star Orchestra album, Bill Dixon with Exploding Star Orchestra, a collaborative date between the ensemble and Dixon in one of the legendary free jazz trumpeter's last recorded appearances. (Dixon died in June of 2010 at the age of 84.) The album marked the departure of Wilkes and McEntire from the group and the addition of vocalist Damon Locks of the Eternals. The lineup changed again by the time of the ensemble's third album, Stars Have Shapes, released by Delmark in 2010. Baker, Parker, Berman, and Ajemian had all departed, and the Exploding Star Orchestra added Jason Stein (bass clarinet), Greg Ward (alto saxophone), Carrie Biolo (gongs, temple blocks, vibes, percussion), and Jeff Kowalkowski (piano) in addition to mainstays Mazurek, Mitchell, Bauder, Bishop, Adasiewicz, Lux, Herndon, and Reed. The Space Between, a CD/DVD credited to the Exploding Star Electro Acoustic Ensemble, appeared on Delmark in 2013, with percussionist Mauricio Takara and sampler player Guilherme Granado joining Herndon, Bauder, Mazurek, Locks, Mitchell, Biolo, and Kowalkowski. The same year, Matter Anti-Matter, a double CD featuring a live Exploding Star Orchestra album recorded with Roscoe Mitchell in 2009, as well as a disc of Mazurek's solo electronic works, appeared on Rogue Art. Galactic Parables, Vol. 1, a double CD recorded live in Italy and Chicago in 2013, was released by Cuneiform in 2015. ~ Steve Leggett, Rovi