Pikelny was in Leftover Salmon from 2002 until leaving in 2004 to play in the John Cowan Band from 2004 to 2006. In 2006, Punch Brothers formed. Chris Thile of Nickel Creek was planning to form a string quintet, but did not know what direction he wanted to take it, except that he wanted it to include fiddler Gabe Witcher. After Thile had a jam session with Witcher, Pikelny, bassist Greg Garrison and guitarist Chris Eldridge, he decided he wanted the band to be a quintet. The band was called "The How to Grow a Band" in 2006 when they were the backing band on Thile's solo release How to Grow a Woman from the Ground, as well as the following supporting shows. After on and off touring throughout 2007 coinciding with Nickel Creek's Farewell (For Now) Tour, the band's name was changed to the "Tensions Mountain Boys" briefly, and subsequently to Punch Brothers (borrowed from a short story by Mark Twain). Punch Brothers released their first official album as a band, Punch, on Nonesuch Records on February 26, 2008.