The band was created in Tokyo in early 1990, although some sources claim the real beginning of the band dates back to 1989. The initial line up consisted of three school friends: Mirai Kawashima (bass and vocals), Satoshi Fujinami (guitar) and Kazuki (drums). At first, they played mainly covers of their favourite bands, but in June of 1990 they released their first demo, which featured all original Sigh material. Soon afterwards, Kazuki decided his idea for the band was quite different from the other two members and left. Despite that, at the end of the year Sigh released their second demo tape. Mirai supplied the vocals, played the keyboards, bass and the piano, while Satoshi took care of the guitars and the drums.
After a period of silence from the band, in 1991 their second demo was re-released. More money went into the promotion than was earned by the band, but they wanted to gain more recognition so the financial aspects were not an issue for them. However, it was only in 1992 when their first EP, Requiem for Fools, was released that they really gained attention. Mirai wrote to many foreign bands and labels and in result Euronymous (of the legendary Norwegian Mayhem) got interested in the band, and signed them to his own label, Deathlike Silence Productions.
In summer 1992 Shinichi Ishikawa joined the band on guitar, and Satoshi switched to the drums. In 1993 they released their first full album, Scorn Defeat. Due to Euronymous' death the album was released on Voice of Wonder, which took over from DSP. However VoW failed to promote the band, and they soon changed their label to the British Cacophonous, which they later came to regret. In 1994 they participated in a compilation album organized by the Japanese legends Sabbat, which featured Japan's best underground acts of the time. Later that same year they also released a split with a Greek band Kawir.
In 1995 their second full album saw daylight. It presented a progression in the band's sound; there were more keyboards and synthesizers. Later a German label released a bootleg from their 1994 live, where they covered songs from Venom, and in 1996 another bootleg was released. This one included recordings from various lives from the years 1992-1996, and contained both Sigh's original songs as well as some covers.
In 1997 they planned to release a split with their fellow Japanese metal band Abigail, but sadly Abigail's label didn't allow it. Later they also planned to release another split, with the Swedish band Vergelmer, but this plan failed as well. The material they recorded around that time was released on a mini-CD entitled Ghastly Funeral Theatre.
Later in 1997 they released their 3rd full album, Hail Horror Hail. The theme for that album was "horror movie without pictures". Not only the sound but the image of the band surprised many - by the time of the release, they had completely removed corpsepaint. The album was later chosen by the Terrorizer Magazine as one of the most importans albums of the 1990's.
Dissatisfaction with the label and its poor promotion of the band led them to the decision of finding a new one. However they were still bound by contract to release another album on Cacophonous, so in 1999 they released Scenario IV : Dread Dreams. This time, the theme they explored was "dreams". There was another shift in their sound, as this album was more guitar driven than their previous release. Still in 1999, Mirai and Shinichi together with Yasuyuki and Youhei from Abigail formed a side project called Cut Throat. The thrash metal project was initially meant to be only for fun, but they ended up releasing a full album before the end of the year.
Having fulfilled their contract with Cacophonous they recorded a new demo tape and sent it out to various labels. It caught the attention of Century Media records - one of the world's largest metal labels. A new album entitled Imaginary Sonicscape came out in July 2001. The album presented a more psychedelic sound and it was hard to believe for many that it was still the same band. It is said that with "1970's equipement, 1980's spirit and 1990's technology" they created "music for the 21st century".
In 2001 Mirai together with Killjoy of Necrophagia got involved in another side-project called Enoch. Still in the same year Sigh participated in a tribute album to John Coltrane and wrote music for MMORPG Adellion.
Thanks to Imaginary Sonicscape being released on a large label, and thanks to its more accessible sound, Sigh gained many new fans and this resulted in a 2002 tour in the US. As the number of instruments they used far exceeded the number of band's members, Yasuyuki Suzuki of Abigail supported them on the tour. In 2002 Mirai officially joined Necrophagia, and a year later Sigh recorded a split with that band. In the same year they also participated in a tribute album for Hawkwind.
In 2004 a new drummer, Junichi Harashima joined the band and Satoshi shifted to playing the bass. With the new line up they recorded their 6th album, Gallows Gallery. Although it was initially planned for release in 2003, it wasn't until the end of 2005 that it actually hit stores. One of the reasons was that the band concentrated on the US tour. Another was the fact that during the recording, they used WWII sonic weapons techniques. Mirai was actually hospitalized during the recording. Century Media wasn't happy with that, as they weren't happy with Sigh drifting still further from their black metal roots. In return, Sigh wasn't happy with the action of their label, and eventually signed to Baphomet/Candlelight to release the album. Clean vocals and the influence of 80's heavy metal signalled yet another changed in their sound.
In 2005 Mirai was involved in releases of various side projects and bands, playing synthesizer for a few other groups (including Abigail). Together with Shane Embury of Napalm Death he also started another project, called Blood from the Soul. Their second release is scheduled for 2007. The second album from Enoch was set for release in 2006, but it still hasn't appeared. Also the release of their 7th album was delayed - initially it was scheduled for the end of 2006, later postponed to March 2007, currently it is set for release in June 2007. The album will be released under their new label, an avant-grade/progressive orientated The End Records.
During a concert which took place on March 17th 2007, a new member was introduced to the audience - saxophonist Mikannibal, who also supplies the back up vocals.