Lake Street Dive's Nonesuch Records debut album, Side Pony, was released on February 19, 2016. The four band members—drummer Michael Calabrese, bassist Bridget Kearney, singer Rachael Price, and guitarist/trumpeter Michael "McDuck" Olson—worked with Nashville-based producer Dave Cobb (Chris Stapleton, Jason Isbell) on the record.

Side Pony takes its name from a song on the record that refers to a whimsical hairstyle, but it also serves as a metaphor for Lake Street Dive's philosophy and personality as a band. As Kearney puts it, "When we were settling on the album title, that one just stuck out to us as embodying the band's spirit. We've always been this somewhat uncategorizable, weird, outlying, genre-less band. That's the statement we wanted to make with this record: be yourself."

Olson echoes her sentiment: "It has also come to mean anything you're doing for the sheer joy of it. We have always 'rocked our side pony.' Now we have a convenient phrase for it."

Cobb's working method was to keep the recording fast and loose, as live-in-the-studio as possible, and to embrace the unorthodox. This provided Lake Street Dive with a welcome challenge: an opportunity to experiment with sound and arrangements and to collaborate on songwriting in a way the band had never attempted before.

Calabrese says of the recording process, "Dave's process was mercurial, changing direction quickly, going from 'we don't have anything' to 'we've got it!'" He continues, "We weren't always so sure. But then we'd listen to a comp and we'd agree that he'd heard something we hadn't."

Price adds, "It was great to see, through this particular recording process, how beautifully our individual strengths complement each other."

The members of Lake Street Dive met in 2004 as students at Boston's New England Conservatory of Music. Though they were all studying jazz, their work together was informed by their love of classic pop, particularly from the '60s, including the Beatles, the Supremes, Dusty Springfield, and the Beach Boys.

For several years, the group was a part-time proposition, but in 2012, Lake Street Dive became a full-time combo after a YouTube video of the quartet acoustically performing the Jackson Five's "I Want You Back" on a suburban Boston street corner went viral. Producer T Bone Burnett soon invited them to perform at a concert he curated at New York City's Town Hall. The band's performance of "You Go Down Smooth" was a crowd and critical favorite, with Rolling Stone calling the band "unexpected showstoppers."

Lake Street Dive's 2014 album Bad Self Portraits was highly praised by the press. USA Today called the record "a sparkling collection of jazz/Motown/girl group/British Invasion–inspired original tunes." Performances on the Colbert Report, Late Show with David Letterman, and Conan followed, and their live shows became a hot ticket, culminating in two sold-out shows at New York's Terminal 5.