White Zombie was cofounded by writer, vocalist, and graphic artist Rob Zombie, after coming up with the band idea in 1985 while attending Parsons School of Design in his junior year. Zombie's girlfriend at the time, Sean Yseult, was the other cofounder. She had been playing the farfisa keyboard in the band LIFE with Ivan de Prume, but the band soon broke up. Ena Kostabi owned a recording studio, which he would rent out to different bands. When he met Yseult, she asked if he could teach her to play bass. They then recruited Peter Landau to play drums and began to write and record songs. White Zombie's first release Gods on Voodoo Moon was an EP and was recorded on October 18, 1985. It was released under the band's own label Silent Explosion, under which they would release most of their early work. Only 300 copies were pressed, of which only 100 were sold; the band members still retain possession of the remaining 200.[citation needed]

In 1986, Zombie hired Tim Jeffs, his Parsons School of Design roommate, to play guitar to replace Ena Kostabi, and Yseult brought in de Prume from their days in the band LIFE as the replacement for Landau. It was at this time the band started touring, making their live performance debut at CBGB on April 28, 1986.[2][3] White Zombie released their second EP Pig Heaven that year. The release contained two songs, "Pig Heaven" and "Slaughter the Grey". The EP was recorded at 6/8 Studios on Houston St and Bleecker St in NoHo in New York City. Other songs that were recorded during the session but never released were titled "Follow Wild", "Rain Insane", "Paradise Fireball", and "Red River Flow". After touring for a year in the band, Tim Jeffs left and was replaced by Tom Guay, often known as Tom Five. The band released a second pressing of Pig Heaven with different cover art, but retained the same recording with Jeffs on guitar. Only 500 copies of each pressing were released on vinyl.

In 1987, the band released their third EP, Psycho-Head Blowout. Later that year, the band released their first full-length album, Soul-Crusher, which was their first release to feature sound clips from movies in the songs, a trademark that would continue for the remainder of the band's lifespan. John Ricci replaced Tom Guay shortly after the release of Soul-Crusher.

In 1988, the band signed to Caroline Records, permanently discontinuing their old indie label. Their second album Make Them Die Slowly was released in February 1989. The album was a musical shift for White Zombie. While their previous releases had been strictly punk-influenced noise rock, Make Them Die Slowly had more of a heavy metal sound.[citation needed] This is also the first album crediting 'Rob Zombie' instead of his previous stage name, 'Rob 'Dirt' Straker.'

Ricci's carpal tunnel syndrome severely affected his ability to play guitar, forcing him to leave the band when Make Them Die Slowly was finished. Jay Yuenger, or "J", replaced him before the album's release, affecting their future sound One of the most obvious examples of this direction is the difference between the songs "Disaster Blaster" on Make Them Die Slowly and the re-worked version, "Disaster Blaster 2", on the God of Thunder EP.