Originally a duo, the group was formed when Bianca, who was living in New York City at the time, made an impromptu visit to Sierra at her Paris apartment, reconnecting with her for the first time in ten years.[8] The sisters began creating music together, singing over instrumentals produced using a combination of traditional instruments and found objects, most notably children's toys. They later expanded to a group and added various backing musicians, including a bassist, keyboardist, beatboxer, and synth player.[9]
Sierra Casady was born on June 9, 1980, in Fort Dodge, Iowa,[12] and Bianca Casady on March 27, 1982, in Hilo, Hawaii.[13] Their parents divorced when Sierra was four and Bianca was two [14] and the self-identified "part Native American"[9] sisters stayed with their late mother, Christina Chalmers (née Hunter), Iowan artist, singer, Steiner/Waldorf teacher, and "healer"[8] of Syrian Orthodox ancestry who "compulsively moved" and "kept throwing away everything the family owned and starting all over again."[15][16] Chalmers was born in Madison, West Virginia.[17][18] Chalmers nicknamed Sierra "Rosie" and Bianca "Coco" from which CocoRosie takes its name.[19] Their mother's partner was the New Age spiritual leader and Native American impostor Brooke Medicine Eagle, whom Bianca has said "carried [her] in a papoose around sacred Anasazi grounds" as a child.[20] The Casady sisters have claimed their maternal grandfather, who they have never met,[21] was Cherokee and that their mother believed her nomadic tendencies were because "her Syrian ancestors must have had a lot of Gypsy in them." Bianca has discussed her mother's ethnic background by saying "Nowadays, who would want to be white? But back then, in farm country, anything other than button-nosed blonde didn't fly."[15][22]
Their childhood has been described as "bizarre" and "nomadic".[23] They moved almost yearly, living in Hawaii, Arizona, California and New Mexico, and frequently changed schools.[15] Because their mother believed they would learn more "in the real world" than in school, neither sister finished high school.[15] The sisters were somewhat estranged from their father, Timothy Casady, an organic farmer, teacher, and spiritualist[24] who came from an Iowa farming family,[9] and who was interested in New Age experiences inspired by Native American religions, neoshamanism, and "the Peyote Church, which involves ingesting the hallucinogenic cactus peyote."[25][9] The sisters spent some childhood summers with him, where they experienced him, "dragging us on vision quests ... as a little kid, sometimes it's a nightmare, you're out in the desert, you don't have any food".[25] In 1994, at 14, Sierra was kicked out of the home by Chalmers and went to live with her father in Sedona, where she began attending private boarding school Verde Valley School and lost contact with Bianca. Bianca also attended Verde Valley School.[9]
In a 2004 interview, Bianca described their childhood, stating "we spent our summers hiking from reservation to reservation... I remember being in peyote circles as a kid, sitting in tepees full of smoke... not being able to breathe and trying to sneak air out of the bottom of the tepee... We always felt pretty much like freaks, but we felt good about it. We didn't have any rules or anything. We had total freedom. It was hard to meet people who had the same values as us. We just sort of carry that with us today. We have pow-wows in our apartment, with bottles of cheap beer. It has to manifest itself somehow."[23]
Sierra has received classical opera training in Rome, Paris, and New York City. At age 17, she moved to Rome to be privately tutored by Rosana Staffi.[32][33] In 2000, after having lived in New York City for two years[15] while studying at the Manhattan School of Music and the Mannes School of Music, Sierra moved into a "tiny" apartment in the Montmartre district of Paris, France to study at the Conservatoire de Paris, pursuing a career as an opera singer.[34] Casady cheated to gain entrance to the Conservatoire, stating "I pretended I could sight-read when I couldn't."[35] She also studied at the Conservatoire Rachmaninoff in Paris. During this period she had no contact with Bianca, who by 2002 was living in Brooklyn[9] and studying linguistics, sociology, and visual arts. Bianca had been "really involved in the literary community" in New York, claiming she "had a small press, was making books and hosting book clubs and curating shows" in her home.[36] According to a 2007 Clash interview, the sisters had "hardly spoke a word to each other for ten years" at that point, with Bianca saying they "had seen each other a few times, but... abstained from speaking to each other. It was less of children being split up and more of us choosing not to connect."[8]
They were born and raised in America, and the stories of their childhood have something of a magical quality for fans. They recorded both a never-released hip-hop record, Word to the Crow, and their first album, La maison de mon rêve over the course of 2 months in the bathroom of Sierra's Paris apartment in 2003, after meeting for the first time in years. Since this time, the two sisters have been inseparable.
They are considered largely part of the freak-folk/new weird America movement, and their style varies with touches of blues, opera, pop, hip-hop, folk, electronica, and anything else you can think of. Sierra is classically trained in operatic vocal techniques, and sings while playing guitar, harp, and flute. Bianca is a percussionist, and also beatboxes as well as manipulating various children's toys which they use to create their unique sound.