The group was formed sometime in 2010 when a Producer known only as RΠЯ started seeking out someone to perform newly written songs with. Through a mutual friend, Sarah P. was introduced to RΠЯ, and they soon began to perform together. The band name was conceived as a pun on Kypseli, a neighbourhood of Athens. The band have now toured North America and Europe as a four piece, and in 2012 played as a feature Artist at the Coachella Valley Music and Arts Festival. On 17 January 2014, Sarah P. announced she was no longer in Keep Shelly In Athens. In March 2014 the band announced a new singer, Myrtha. In 2017, the band released a new LP, Philokalia, armed with another new singer, Jessica Bell.
