Rob Mazurek was born in Jersey City, New Jersey in 1965, and played trumpet and cornet in high school. After high school he attended the Bloom School of Jazz in Chicago, and began playing gigs with local jazz musicians.
In 1996, Mazurek founded a workshop at Chicago jazz club The Green Mill called Chicago Underground for the performance of avant-garde, improvisatory jazz. By 1998, a new ensemble had formed around this idea, featuring guitarist Jeff Parker, drummer Chad Taylor, bassist Noel Kupersmith, and trombonist Sara Smith. As the Chicago Underground Orchestra, this ensemble released several albums on Chicago's Delmark Records. Mazurek and Taylor continued to form groups under the Chicago Underground umbrella, performing as the Chicago Underground Duo, Chicago Underground Trio and Chicago Underground Quartet.