After having been part of Howe Gelbs American musical heritage exploration, first in his Howe Home project, then as a new incarnation of Giant Sand, Thøger, Peter and Anders took Gelbs advise when he went to Ottowa to do a solo album with a gospel choir, and went on to record some of their own material as well as an instrumental cover of Danish classic "Hvorfor er lykken så lunefuld". The self-released album was entitled “EliteContinentalCustomClub” and released in 2008. ​​

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"I thought of it as a fishing trip", Anders later said. "We had no idea what we were after or how to go about it really....kinda missing Howe in the mix, but still had to do something with our time and the songs that started piling up". Being out of his comfort zone, AP rose to the occasion, sang, got Thøger to sing as well (Peter refused) and the result was immediately exciting. With double lead vocals in octaves, and responsive, playful musicianship to drive the songs forward, a unique sound appeared. Thus The DeSoto Caucus had found its voice. The relase tour in featured double bills with a band from the north country called Western Stars that Peter Dombernowsky was also the drummer in. The main songwriter and guitar players name, Nikolaj Heyman. The shows continued the musical philosophy that had been a driver for Giant Sand, an idea of "having this kind of removed world, this brotherhood - the idea of a band being something more than a front person", as Howe Gelb later explained in an interview with The Guardian. 

Soon after the album release and the double bill tour,  the band was asked by the Aarhus Festival to invite and back international artists and friends as a the house band in a series of shows that was dubbed "The Medium Rare Sessions".

Starting in 2007, the Sessions featured the DeSoto Caucus, now with the inclusion of Nikolaj Heyman on guitars,  Jakob Buchanan on fluegelhorn, Palle Hjorth on assorted all sorts keyboards, and Howe Gelb acting as pianoplayer and MC. 

Guests have been Kurt Wagner, Peter Sommer, Marie Frank, Isobel Campbell, Nive Nielsen, Sarah Blasko, Josh Rouse, Maria Timm, CV Jørgensen, Scout Niblett, John Doe, Agnes Obel, Mark Lanegan, Charlie Sexton, Jason Lytle, M. Ward, Emiliana Torrini, KT Tunstall,  Brian Lopez, Jim White and  Lawrence Arabia.

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By 2012 the trio core of the band turned into a quartet after Heyman joined permanently, and upon release of their second album "Offramp Rodeo" they had signed with the acclaimed German label Glitterhouse. The impressions from the dusty trail of Giant Sand had been transformed into a slightly melancholic singer-songwriter based indierock that came with brilliant and often complex grooves, cool guitar work, and a timeless vintage soundscape inhabited by organs, maracas and vibraphones. Add to that two handfuls of apt lyrics, the signature sound of dual haunting voices and great dynamics, and you get the picture.

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Touring Europe regulary, new material was flowing from Heyman and Pedersen, and within just eleven months a new album was released. Simply entitled "The DeSoto Caucus" it attempted to capture the vibe of the direction the band was moving live and was released  to critical acclaim on April 4th 2014.

After touring the album, the band decided to take more time to do the follow-up, and nearly three years of focused work later their latest album "4" was released on January 27th 2017. 

New music is always in the tube, and the band is also working on a vinyl release of their first album "EliteContinentalCustomClub" as well as a vinyl release of their 2010 show backing Mark Lanegan at the Aarhus Festival as part of the Medium Rare Sessions.