Formed in 1999, the Wind Ensemble has grown from a small group of 15 to its current roster of nearly 60 musicians. Members hail from many of the different schools at Columbia University, as well as from the greater Columbia community. Since its inception, the Wind Ensemble has continued to gain recognition for its high level of musicianship and its unbridled enthusiasm for the performing arts. Collaboration is a core value, leading the ensemble to take part in a wide variety of joint programs and performances with the Yale Concert Band, MIT Concert Band, the Queens College Wind Ensemble, the Harvard Wind Ensemble, the Dartmouth Wind Symphony, and most recently, the Brown Wind Symphony.

In 2006, the ensemble formed the Teacherís College Conducting Partnership which enables students from Columbia University Teacherís College to gain experience as guest conductors. In 2009, the Wind Ensemble started two new programs: the Columbia Festival of Winds, an all-day concert promoting wind band performances, and Making Music Matter, a free music-education program at P.S. 125, funded in part by the Festival of Winds.