The story of the Wisconsin Band began very inconspicuously in the autumn of 1885, when the University Press (a weekly publication which covered campus events until 1887) announced the "official authorization for the organization of the Wisconsin Regimental Band." The need for a band at the University of Wisconsin dates from well before 1885, as evidenced by the fact that the University Military Battalion had been marching solely to the beat of a drum for many years prior to that date. According to the University Press, Major Chase, the Battalion commandant, strongly stressed in 1883 that there was a "need for a fife and drum corps to play for the Battalion drills." The Press was silent on the matter until October 30, 1885, when it printed this minor item: "The following appointments have been made in the new Military Band with F. O. May as the leader ... " That first band consisted of 11 musicians with two or three more being involved with the Band's activities before the year concluded.

The following year the Band was increased to 16 players and on February 1, 1886, the band made its first non-military appearance at the 10th Annual Joint Debate of the University. The leader of that band was listed as C. M. Williams.

For the next few years the history of the Band is somewhat clouded and uneven. The band went through various organizational and name changes until 1894 when a more general type of band had gained support, resulting in the formation of a University Band, which consisted of 26 men who began playing for University football games. The director of this band was Earl Chapin (E. C.) May. The band played for all athletic events and during the football season it toured the city in an open streetcar, "going over to the 6th Ward and back in an effort to get a crowd to the game."

May was followed as director by O. W. Joslin, and in 1899 Professor Charles Nitschke was appointed director of the Band. During Nitschke's first year he had 25 men and in 1900 the membership was increased to 36 members. In 1901, the Band was referred to as the "University Regimental Band," a title retained until 1914. In 1905 Captain H. E. Owen was appointed instructor and director of the Band, and in 1909 he was succeeded by Charles A. Mann.