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Nightmare started on October 20, 2000 by Sakito and Hitsugi while most of the members were still in high school. Soon, Ni~ya was invited by Sakito, Yomi by Hitsugi, and Zannin joined after he heard his classmates were forming a band. They were all influenced by either X Japan or Luna Sea in some form or other.

Just as the band began getting more recognition at live houses and small concerts in the Sendai region, Zannin left the band for unknown reasons. Eventually, Ruka (formerly Luinspear) joined the band as a support member at first, but became the permanent drummer after a short time. Their line-up hasn't changed since.

Their major label debut was in 2003 with their single "Believe." Three months after their debut, they released a three A-side single, Akane/Hate/Over, a first time for any band to release any single with three A-side tracks. In December 2003, they had their first tour along with their first album release Ultimate Circus. Following their release was a tour named after the album, performing songs from "Ultimate Circus" as well as songs from their indies era.

In 2004 Nightmare released three singles; "Varuna", "Tokyo Shounen", and "Cyan"; as well as another full album, Livid. Nightmare once more toured around Japan under the name "Tour CPU 2004". From 2005 to 2006, Nightmare continued working, releasing more singles and their third full length album in 2006, Anima, for which the support tour, [Anima]lism, completely sold out. In 2006 they performed a live at NHK Hall titled "Gianism Tsu."

With three albums and several tours under their belt, Nightmare released a series of "greatest hits" albums. Later on that year, they released their ninth single since their debut titled "The World/Alumina." These two songs were used as the first opening and ending themes for the anime series Death Note, respectively, spanning the first nineteen episodes. On 27 February 2007, they released their fourth album, "the WORLD Ruler." Following the album release was "The World Ruler" three month tour all around Japan. After finishing their tour for barely a month, their rock ballad single was released on June 6, 2007 titled "Raison d'Etre." It was the opening theme song to the anime Claymore.

In June 2007, they had a three-day concert event titled "the WORLD RULER ENCORE." On September 23, 2007, they performed at Nippon Budokan for the very first time. The concert was called "Far East Symphony ~the FIVE STARS NIGHT~" and tickets were all sold out within two weeks. Later in 2007, they released two more singles, titled Konoha on October 3, 2007; the other titled "DIRTY," released on November 7, 2007.

To wrap up the year of 2007, they had another tour called "DIRTY Influence" in selected cities in Japan in December 2007. To kick start 2008, they decided to do a Zepp tour titled "2008 ZEPP TOUR six point killer show" in March 2008. At the beginning of the year, they released two more albums, Nightmare 2003-2005 Single Collection and Kyokuto Symphony ~The Five Stars Night~ @Budokan. Nightmare 2003-2005 Single Collection was released under their old label, Nippon Crown.

Their first single of 2008 titled WHITE ROOM was released as a limited download via the internet. On May 21, 2008, they released their fifth original studio album titled "KILLER SHOW." Beginning in June, they had a live house tour all around Japan titled after their latest album. Ni~ya was a guest performer for Penicillin's new single released on August 20, 2008, titled, RAINBOW / SCREAM.

On September 17, 2008, they released another single titled "Lost in Blue". It was the opening theme song to the anime adaptation of Mouryou no Hako.

Because of the Iwate-Miyagi Nairiku earthquake in the summer of 2008, Nightmare held a charity concert on September 26, 2008 at ZEPP Sendai. Proceeds of the concert were donated to the victims. During their live house tour and arena tour ("Nightmare LIVE HOUSE TOUR 2008 killer show" and "Nightmare TOUR 2008 Grand killer show"), they set up a donation box for proceeds to the earthquake and made a quick appearance on 24 Hour Television. The proceeds totalled up to 304,048 yen. They also invited victims of the earthquake to their show in ZEPP Sendai as their guests.

On December 3, 2008, they released another single titled "NAKED LOVE." This song was the ending theme to Mouryou no Hako.

They started 2009 with a short 2-day tour titled "the 9th new departure" and announced they will be releasing a new studio album called Majestical Parade. One of the songs from the album, "MELODY," was available for a limited internet download on April 29, 2009 through DWANGO. Majestical Parade was released in Japan on May 13, 2009.

During the month of May 2009, the band were busy with "NIGHTMARE LIVE HOUSE TOUR 2009 PARADE OF NINE", a nine-stop live house tour ending with a show in Toyama on May 31, 2009. Setlists from the tour included new material from Majestical Parade, as well as many of the Gianism tracks.

The band did another long hall tour starting in June called "NIGHTMARE TOUR 2009 PARADE~Start of [X]pest eve~." On May 17, 2009, Nightmare collaborated with the internet video company Nico Nico in streaming a live concert via Nico Nico Live. The concert lasted for 19 minutes and 34 seconds.

The summer 2009 tour was topped off by the band's second appearance at Nippon Budokan on August 29, 2009, in the PARADE TOUR FINAL "MAJESTIC".

A new single "Rem_" was released on the 22nd of September, with the B-side track "Love Addict." The band did a six-show Fan Club-only Live House tour in December 2009, and celebrated their 10th anniversary with a special show on January 9, 2010 at Saitama Super Arena called "Nightmare 10th anniversary special act. Vol.1 [GIANIZM]" to which they played an overall of 27 Songs total.

The set list also included all of the songs on the Special Album "GIANIZM", which had been released January 1. The band began their tour, "Request of Gianizm the Tour" in April 2010. On June 23, 2010, they released their single, "a:Fantasia," which took #5 in the Weekly Oricon.

In the beginning of July 2010, the band continued with their 2nd leg of their long tour titled "Nightmare 10th anniversary special act. Vol.2: re:START of TELL(ALL)ISM." It began in Saitama and ended in Sendai. The tour final was announced to be held at Nippon Budokan. This was their 3rd time at the prestigious venue. Before the start of their next tour, they released another best-of album titled "Historical ~The Highest Nightmare," with several re-recorded tracks and one new song. Toward the end of October 2010, they began their last tour of the year titled "Nightmare 10th anniversary special act. Vol.3 Historical ~The highest NIGHTMARE~." They performed at Makuhari Messe for the very first time on December 25 to finish up Vol. 3.

Aside from appearing on TV shows, magazine covers, and concerts, they also have a radio program with NACK 5 called "Jack in the Box!". Yomi and Hitsugi usually host the show. However, Sakito, Ni~ya, and Ruka do pop in from time to time with the two. They also had another radio show on CBC Radio called "Hyper Nightmare," where they featured tongue twisters sent in by listeners, adult stories that can be sent in anonymously, and phone-in sessions with listeners who can mimic interesting sound effects, TV personalities, anime characters, etc. "Hyper Nightmare" ended at the end of December 2009.

They had a new monthly web show on Nico Nico, "Nightmare in Nightwear," in which the members wore pajamas, chatted, shared photos and anecdotes, and interacted with web viewers. The 6-episode show ended on January 21, 2010. In the last episode, Hitsugi hinted they will have a new show in March. The new show is titled Bakuretsu! Nightmare and will air on November 16, 2010.. The show's concept is trying their best, with a different punishment game every episode. There will be a radio drama titled Ganbare Sentai Mea Rangers, where special guests and fans can type in messages to communicate with the band. The show began on April 8, 2010 at 11PM Japan Time and ended on October 14, 2010.

Nightmare's band concept is Gianizm and this word occurs in many of their song titles. Gianizm is derived from Doraemon's character Gian. Gian's motto is "Omae no mono wa ore no mono. Ore no mono wa ore no mono." ("What's yours is mine, what's mine is mine.") Incidentally, this is also the name of the two 'best of' albums they re-released their indies' songs on. However, the band has often ventured into new genres or styles, such as in NAKED LOVE where they experiment with electronic.