Modern Sky's story is one of ambition and bold moves. Shen Lihui, the former lead vocalist of the Chinese rock band Sober, founded the company with the initial goal of distributing music by his own band and friends. What started as a small-scale operation quickly expanded.

In 2006, Modern Sky took its first step toward international expansion by opening a branch in New York. This was a risky yet audacious move. For decades, China's entertainment industry had focused primarily on its domestic market. Yet, the New York office became the foundation for Modern Sky's growing global presence. A few months after opening, the company's flagship band, Rebuilding the Rights of Statues, played at the prestigious South by Southwest Festival — known as SXSW — in Austin, Texas, marking their first major international exposure. The band toured across the US, introducing Chinese indie rock to American audiences.