The couple met each other while studying philosophy in college, and started the band after they got back from an eight-month sailing expedition down the Eastern Atlantic Seaboard. Their songs document their experiences on the water. They took their name from a joke about Riley playing tennis in college. Prior to forming Tennis, Moore's earliest singing experience was in church choirs during her youth. Their first releases, both in July 2010, were the "Baltimore" EP on the Underwater Peoples label and the "South Carolina" single on Fire Talk. Tennis released their first studio album, Cape Dory on Fat Possum Records in January 2011. The album, featured on NPR, was based on the couple's experiences during their sailing trip.