The band's original line-up came together in late 2003, comprising James Allan on vocals and guitar, his cousin Rab Allan on guitar, Paul Donoghue on bass guitar, and Ryan Ross on drums. They toured intermittently from 2003 to 2005 around Scotland, releasing a limited edition double A-side single, "I'm Gonna Get Stabbed"/"Ina Lvs Rab" on CD in May 2004. Ryan Ross left the group in late 2004 to go to the USA. In December 2005, the band asked Caroline McKay to be their drummer. A notable early supporter of the band was Alan McGee. On 30 October 2006, the band released a self-funded limited edition 7" single, "Go Square Go!."
Following the release of another limited edition 7" single, "Daddy's Gone" on 5 November 2007, Glasvegas found themselves at the centre of a bidding war from several major record labels. "Daddy's Gone" sold out and was voted the number two single of the year by NME magazine. After releasing their third limited edition 7" single, "It's My Own Cheating Heart That Makes Me Cry" on 14 February 2008, the band opted to sign to Columbia. They then won the prestigious Philip Hall Radar Award at the NME Awards two weeks later. Glasvegas recorded their eponymous debut album, Glasvegas, at Brooklyn Recording Studios in New York. The album was produced by James Allan and Rich Costey. The album was released on 8 September 2008, and included re-recordings of "Daddy's Gone" (the second single from the album), "It's My Own Cheating Heart That Makes Me Cry," and "I'm Gonna Get Stabbed" (retitled "Stabbed," and featuring the backing music of Beethoven's "Moonlight" Sonata), as well as previously unreleased songs "Polmont on My Mind," "Lonesome Swan," "S.A.D. Light," and "Geraldine," which was the first single from the album.
In October 2008, Glasvegas recorded a Christmas-themed mini-album, A Snowflake Fell (And It Felt Like a Kiss), over twelve days--ten of which in a Transylvanian church in Romania--and was released on 1 December 2008. The band headlined the 2009 NME Awards Tour in January 2009, following their own US and UK tour. They also supported Oasis on a number of their European tour dates, and also supported them on their largest UK Stadium Tour playing at Slane Castle on 20 June, 2009. They will also support U2 in Dublin's Croke Park on July 24, 2009, Wembely Stadium on August 15, 2009, Hampden Stadium on August 18, 2009 and the Millennium Stadium on 22 August, 2009.
Glasvegas received three nominations for the 2008 Swedish Rockbjörnen awards: Best International Act, Best International Album for Glasvegas and Best International Song for "Geraldine." In Q magazine's list of the Top 50 Albums of 2008, Glasvegas was voted the fifth best album of the year. Along with "Suspcious Minds" Glasvegas covered a version of Hole's "Heaven Tonight" featuring Guns N Roses bassist Duff McKagan.