He won $3,000 in a lottery and used it to move to the U.S. with his mother and sister, settling in New Orleans, Louisiana, where he worked as a pianist. He moved to Chicago in 1925 and worked with Doc Cook and King Oliver. The Oliver band moved to New York City, and Russell left to form his own band. By 1929, Russell's band became one of the top jazz groups in New York City. It had several former Oliver sidemen. Noteworthy players in his band included trumpeter Red Allen, trombonist J. C. Higginbotham, and alto saxophonist Albert Nicholas. Louis Armstrong took over the band in 1935.