The band was formed in 1994. They have gone through various line-ups. Their initial sound was rather hardcore, and the lyrics were mostly in Russian. They played at "10 Years After Chernobyl" Action in Chișinău, warmed up for Rage Against the Machine at the Learn to Swim II Festival in 1996; the recording of that festival includes their "В доме моем" ("V dome moiom", "In My House") in Russian, and "Hardcore Moldovenesc" in Romanian.
Around 1998, their sound began to change, embracing traditional Romanian/Moldovan music and with lyrics entirely in Romanian.
On August 14, 1999, Zdob şi Zdub played as part of the Russian MTV-Party, held on Red Square in Moscow, along with Russian bands "Gorky Park" and "IFK" and U.S. band Red Hot Chili Peppers.
The band has toured extensively, mostly in Russia, Ukraine, Moldova, and Romania, but also in Germany (1998) and the Netherlands (2000), and more recently in Serbia, Hungary, and Italy. On January 31, 2001, in Moscow, "Zdob și Zdub" performed with the legendary musician and film director Emir Kusturica and his "No Smoking Orchestra".
The video of their song "Bună Dimineața!" ("Good Morning"), a tongue-in-cheek evocation of the agro-romanticism of the Stalinist-era Soviet Union and its satellites was awarded Romanian video clip of the year (2001) at the "Televest" Festival in Timișoara, Romania. The following year they won the equivalent MTV Romania Video Music Award for "Țiganii și OZN" ("The Gypsies and the UFO").
On February 26, 2005, the band won a national pre-selection contest to claim the right to represent Moldova in its first ever appearance at the Eurovision Song Contest, with their song Boonika Bate Toba ("Grandmamma is beating da drum-a"). On May 19 they performed fourth in the running order of the semi-final and came up sixth in the grand final on May 21.
On September 30, 2007 the band appeared on Michael Palin's New Europe shown on BBC 1 in the UK.