The band was born in 2006 by an idea of Marco Sgubin, keyboard player. He chose Gabriele Pala on guitar, Marco Firman on bass and Carlo Simeoni on drums to join him in this musical project.

The intent since the very beginning was to create complex but beautyful and melodic music, without overabusing of those obvious virtuosistic passages that made progessive metal music popular so far.

The band started to write the 9 songs that were included in the first album entitled Beyond Belief, a work where all influences from the musical background of each member are present and mixed to create a breathing, emotional musical masterpiece, still acclaimed by a lot of reviewers and fans worldwide, thanks also to the superb production of Luigi Stefanini at New Sin Studios.

The first album was instrumental. The band didn't find a suitable vocalist for the songs, so they decided to take the harduous way of being an instrumental band, instead of having a forced-in voice that could spoil the atmospheres of the music.

In 2009 the band got in contact with the italian label SG Records and started a yearly-lasting collaboration that made possible the official publishing of the first album on a very wide base.

In 2011 the band decided to finally include a vocalist in the line-up. His name is Federico Ahrens, who was known by the band for participating in various local acts. With him behind the microphone, the final piece to complete Azure Agony was found.

The new album is entitled India, again another hour of progressive dreamy metal music with soaring vocal melodies and various inserts from special instruments like cello, accordion and chapman stick.