The group came together in 1993 when Melanie Blatt and Shaznay Lewis began recording and writing at a studio on All Saints Road, in London's Ladbroke Grove. The duo hooked up with R&B vocalist Simone Rainford and released a single for ZTT Records in 1995, then parted ways with Rainford and were dumped by the label. Undeterred, Blatt and Lewis recruited native Canadian Nicole Appleton and, later, her big sister Natalie, to make All Saints a quartet.
With the help of friend Karl Gordon (formerly part of the British rap ensemble Outlaw Posse), All Saints recorded a demo of the song "I Know Where It's At." New manager John Benson signed the girls to London Records and connected them with top-flight producers Nellee Hooper (Massive Attack, Björk) and Cameron McVey (Neneh Cherry). Fully recorded, "I Know Where It's At" hit number four on the British charts and crossed over throughout Europe and Asia.