Brothers Stuart (vocals, guitar) and David Nicol (bass) had been playing music together for many years before forming The Zephyrs. Adopting the band monicker used by their father 25 years before, they released their first album in 1999.

It's OK Not to Say Anything was released on the tiny Edinburgh indie label Evol and just 700 copies were printed. Small as this release was, it garnered the attention of Scottish post-rock band Mogwai who signed The Zephyrs to their own imprint Rock Action, which was then owned by SouthPaw Records.