Nardiello and Daley met in spring 1987 while touring together with the band Ministry. Soon after, Nardiello and Daley began to conceive an art film to be called "My Life with the Thrill Kill Kult" – a headline taken from a British tabloid Nardiello had noted a few years prior when he lived in London. The film was never completed, but the music they had recorded for its soundtrack appealed to Wax Trax! Records, who released the completed songs as a three-track EP.