The founding members of the group were Damon Che, bassist Pat Morris, and guitarist Mike Banfield, with Ian Williams joining as second guitarist a year later. The group signed to Touch And Go in 1993 for their first LP, "For Respect" and remained with the label for 3 more full-length albums, a couple of singles, and one compilation. Morris left the band after the release of "For Respect". Several bassists rotated in and out of the group, with Matt Jencik appearing on the group's 2nd LP, "Don Caballero 2". Morris returned for 1998's "What Burns Never Returns" but left the group for good after it's release. He was replaced by Eric Emm, who was a member of Williams' side-project, Storm And Stress. Mike Banfield left, too, after some touring for the record and was replaced by Jon Fine. By 2000's "American Don", the band was down to a trio. The album was their last for Touch And Go. The group split in 2001 following van accident while on tour, although increasing tension within the band, particularly between Che and Williams, contributed heavily to the break-up.
After the split, members wandered off into different groups. In 2003, Che decided to revive the Don Caballero name. Although he invited both Mike Banfield and Pat Morris back into the group, he vowed never to work with Ian Williams again. Banfield and Morris both declined, and Che instead regrouped with members of Creta Bourzia, also from Pittsburgh. The band signed to Relapse Records and issued "World Class Listening Problem" 2006. "Punkgasm" followed in 2008. The band ended in 2009.