Pillow Queens was started by Sarah Corcoran and Pamela Connolly. After leaving their previous bands, the two wanted to go further with their new band, which they decided would consist of four queer women. They were then joined by Cathy McGuinness and Rachel Lyons, who they had known for years. In late 2016, the group released their first demo EP entitled Calm Girls. The release of this record was followed by performances on the Irish festival circuit, including at Electric Picnic and All Together Now. After the release of their second EP, State of the State, the group performed with the likes of Pussy Riot, Future Islands, Idles and performed in the IMRO room at Other Voices.
