The Bay Winds Band was formed and had its first rehearsal in October of 1980 under the name of the Anne Arundel Community Band. The name soon was changed to the Maryland Hall Community Band, reflecting the name of the rehearsal hall.

The name Bay Winds was adopted when the group incorporated and moved to its present rehearsal location at the Annapolis High school. The first conductor was Alice Harper. She was followed by the U.S.Naval Academy Band's conductor, Ray Ascione. When Commander Ascione was transferred to the command of the Navy's Music School in Norfolk, VA, John Pastin stepped to the podium.

Tom Mosser succeeded John, and was in turn followed by Rinaldo Massimino. Then-assistant conductor Mike Svec replaced Rinaldo Massimino in the early 1990's. Over the years, the late Kevin Pallett and Eric Richards of the U.S. Army Field Band have also served as assistant conductors. Presently Russ DeVilbiss (MUSC, USNR) is serving as assistant conductor as well as principal oboe.