The Coon Creek Girls were assembled in 1937 by John Lair, the entrepreneur and promoter who founded the Renfro Valley Barn Dance in Mount Vernon, Kentucky, and who had previously worked as a talent coordinator at Chicago's WLS National Barn Dance. Lair recruited Lily May Ledford — a Kentucky banjo player and fiddler of exceptional ability — along with her sister Rosie Ledford and two other musicians, Esther "Violet" Koehler and Evelyn "Daisy" Lange, to form the group. When the Renfro Valley Barn Dance launched its broadcasts, the Coon Creek Girls became one of its most distinctive acts.

The group's historical significance was confirmed in 1939 when Eleanor Roosevelt invited them to perform at the White House for a state dinner honoring the British royal family — King George VI and Queen Elizabeth. The occasion made national news and placed the Coon Creek Girls in the public record as representatives of authentic American folk culture at a moment when that culture was being consciously documented and celebrated. Lily May Ledford remained the group's most prominent member throughout its history, her banjo playing rooted in the clawhammer tradition of the Kentucky mountains and her singing direct and unaffected.

"Banjo Pickin' Girl" and "The Soldier and the Lady," recorded in 1938, were among the group's earliest commercial releases. "Banjo Pickin' Girl" in particular became associated with Lily May Ledford as something of a signature piece, celebrating the female instrumentalist in a tradition that rarely foregrounded women in that role. The Coon Creek Girls are recognized today as the first all-female string band to perform on the Grand Ole Opry, a distinction that underscores their place at a pivotal moment in the history of American old-time and country music.

Session details drawn in part from the Bluegrass Discography.