Magdalena Bay was formed in 2016 while Tenenbaum and Lewin were attending college separately – Tenenbaum at the University of Pennsylvania in Philadelphia, Pennsylvania, and Lewin at Northeastern University in Boston, Massachusetts. They originally met as high school students at Live! Modern School of Music in Miami, Florida, where they were placed in a classic rock cover band and later began writing their own prog rock music as Tabula Rasa. After the band broke up, Tenenbaum and Lewin formed Magdalena Bay in 2016. The group is not named after the bay in Mexico, but an administrator at Lewin's former job. The duo released their first two EPs, Day/Pop and Night/Pop, in 2019, and signed with indie record label Luminelle Recordings later that year. They have cited Grimes, Chairlift, and Charli XCX as influences.