The band was founded in 1998 on an idea of Giuseppe Bondì (keyboards) and Claudio Diprima(drums). They played together in a power-metal cover band but one day they decided to create their own music.

So they started searching for musicians that had faith in their project and they found them in: Maurizio Malta, Giovanni Santini, Michele Cristofalo and Dario Grillo.

After the release of a 3-track demo entitled "Sword, Crown and Shields" they started to compose new material that was recorded in March 1999; this demo was called "Perpetual Glory" and it was entirely self-produced. P.G. received very good responses in all the Italian metal magazines (Top demo on Metal Hammer, May 1999) and fanzines. So in August 1999 the band signed a record deal with Scarlet Records.

In March 2000 they started the recordings of "The Lasting Power", the debut album, and they finished in April 2000. "TLP" received a great response worldwide. In July 2001 Thy Majestie finished the recordings of "1066", promo-demo Cd self-produced that wasn’t released but it was used to "test" the new compositions. But two songs were pubblished on internet and received thousands of dowloadings and great pubblic response.

In March 2002 they joined again the recording studio to record "Hastings 1066". New album is based on a concept based on the battle of Hastings in 1066 a.C.. The style is changed to a power-prog style but without leaving symphonic style. They finished the recording sessions in May 3rd. New album has been released for Scarlet Records from September 30th 2002.

In November 2003 Dario Grillo leaves the band and Giulio Di Greogorio is the new singer. Thy Majestie start to record the new album in September 2004 and after many difficulties they finish to record it in June 2005. "Jeanne d’Arc" (the new album) will be released in November 2005.

Just one month before the Fear Dark Festivals 2007 Dario Grillo and Giovanni Santini leave the band.
Dario Cascio and Simone Campione join Thy Majestie.

In September 2008 Dawn, the 4th Thy Majestie’s studio album is ready and will be released by Dark Balance Records.
Valerio Castorino leaves the band for personal reasons. Giuseppe Carrubba replaces him on keyboards.