Band formed by saxophonist Rudy Vallee in 1927, originally called The Yale Collegians. In early 1928, they landed an engagement at the newly opened Heigh-Ho Club on 53rd Street in New York City. When some Yale alumni in the audience heckled them and claimed they didn't look like Yale men, Vallee simply renamed them The Connecticut Yankees.

The band soon developed a large following. Radio station WABC broadcasted them from the club, and they were signed on to play at the Keith Theatre chain. Rudy Vallee himself became one of the first crooners. In 1929, the band began regularly performing on the radio, first with The Fleischman Yeast Hour. They were also featured in Broadway shows like George White's Scandals of 1931. Between 1928 and 1942, the band made scores of recordings, first with Columbia (1928-1929, 1932-1933), but mostly with Victor (1929-1931, 1933-1942).