In 1937, Nat King Cole arrived in Los Angeles where he formed the original lineup of the Nat King Cole Trio. The trio consisted of Nat on piano, Oscar Moore on guitar, and Wesley Prince on double bass - the absence of a drummer making the combo unique among the swing/jazz outifts of that time. The trio played in Los Angeles throughout the late 1930s and recorded many radio transcriptions.

In 1939, the Cole Trio was receiving enough attention to embark on its first tour of the East Coast and the Midwest - in New York, Cole, Moore and Prince backed singer Billie Holiday on one of her Manhattan gigs. In 1940, the Cole Trio made its first commercially available recording of Sweet Lorraine, which featured Cole on lead vocals and became the group's first hit as well as the group's theme on radio.

The outbreak of World War II lead to several line-up changes: Prince, who was drafted into the U.S. military, being temporarily replaced by Red Callender, and later by Johnny Miller who stayed with the group until 1948 (when he was replaced by Joe Comfort). The original guitarist, Oscar Moore, left in 1947 and was replaced by Irving Ashby. During its 1943-1949 period, the Cole Trio had its share of major hits, which were not only commercially successful, but also extremely influential.

By the end of the '40s, Nat King Cole (in accordance with Capitol Records' marketing strategy) gradually phased out his part as improvising jazz singer/pianist with the King Cole Trio, focussing on his new career as jazz-influenced pop singer that he pursued through the '50s and early '60s. The trio officially ceased to exist in September 1951, 14 years after its founding.

Original line-up (1937-1942):
Nat King Cole: piano
Oscar Moore: guitar
Wesley Prince: bass

Second line-up (1942):
Nat King Cole: piano
Oscar Moore: guitar
Red Callender: bass

Capitol-years line-up (1943-1947):
Nat King Cole: piano
Oscar Moore: guitar
Johnny Miller: bass

Forth line-up (1947-1948):
Nat King Cole: piano
Irving Ashby: guitar
Johnny Miller: bass

Fifth line-up (1948-1949):
Nat King Cole: piano
Irving Ashby: guitar
Joe Comfort: bass

Final line-up (1949-1951):
Nat King Cole: piano
Irving Ashby: guitar
Joe Comfort: bass
Jack Costanzo: bongos