The band was founded by Jan-Henrik Ohme (vocals), Jon-Arne Vilbo (guitar) and Thomas Andersen (keyboards, producer), who started making music together in 1996.
The productions of the first years were completed by guest musicians before Mikael Krømer (violin, co-producer), Robert R. Johanson (drums) and Kristian Torp (bass) became permanent members of Gazpacho.
The band named themselves after a track from their idol Marillion's 1995 album Afraid Of Sunlight.