Setzer was born in Massapequa, New York. Beginning in January 1980, he fronted the popular rockabilly band, Stray Cats. After performing from New York to Philadelphia, Setzer, Lee Rocker (born Leon Drucker) and Slim Jim Phantom (born James McDonnell) decided in June 1980 to go to London where they believed people would better appreciate their sound and style. To make the money for the plane, Brian, Lee and Slim Jim went to the Sam Ash Music on 48th Street to sell their instruments and gear to the store and rather than negotiating, sold all of it for just enough for three plane tickets. Upon arrival, they decided to call themselves "Stray Cats", a name suggested by Rocker. The Stray Cats drew the attention of producer Dave Edmunds and released a series of successful singles in the UK.

In 1986, Setzer released his first solo album, The Knife Feels Like Justice, which marked a move away from rockabilly and towards a more mainstream rock sound. The album found minor success, peaking at number 45 on the US album charts. Also in the mid-80s, Setzer was the lead guitarist for the touring version of Robert Plant's ensemble band, The Honeydrippers. In 1987, Setzer played the part of Eddie Cochran in the biographical film on the life of Ritchie Valens, La Bamba.

Setzer led a comeback for swing and jump blues music in the mid-1990s when he formed The Brian Setzer Orchestra, an ambitious 17-piece ensemble project, which released four studio albums, a Christmas disc and several live releases between 1994 and 2002. The group's biggest success (and Setzer's outside the Stray Cats) came in 1998 with the release of The Dirty Boogie which cracked the top ten on the US album charts and featured a hit single, a cover of Louis Prima's "Jump, Jive an' Wail".

Setzer continued to release solo-billed albums sporadically, including a solo live disc Rockin' By Myself in 1998 and Nitro Burnin' Funny Daddy in 2003. In 2001 he released an album titled Ignition with his new trio billed as the '68 Comeback Special. A tribute album titled Rockabilly Riot Vol. 1: A Tribute To Sun Records was released on July 26, 2005, in the United States. His latest Record, 13, was released in October 2006.

On September 25 2007, the Brian Setzer Orchestra released Wolfgang's Big Night Out which features Setzer's take on classical pieces, such as Beethoven's Symphony No. 5, Flight of the Bumblebee, and Für Elise. "Wolfgang" earned Setzer his 8th Grammy nomination, this time for Best Classical Crossover album of the year.

Setzer spoofed himself in a 2002 episode of popular animated series The Simpsons. He voiced himself as a "tutor" at a fictional Rock 'n Roll Fantasy Camp attended by Homer Simpson, and delivered the amusing line (after his animated version participated in chasing Homer in a motorized devil's head): "I hope you won't judge the entire Brian Setzer orchestra based on my actions."

On October 13, 2009, the Brian Setzer Orchestra will release a new album entitled "Songs From Lonely Avenue." For the first time in Setzer's career, he is the sole writer on every song. Frank Comstock, the 87-year-old big band arranger whom Setzer collaborated with on "Wolfgang's Big Night Out," orchestrated most of the horn parts for the new album.

Since 2000, Setzer has earned 3 Grammy Awards: Best Pop Performance Duo/Group for "Jump Jive An' Wail", and two Best Pop Instrumental Performance awards for "Sleepwalk" and "Caravan". In December 2006 he received his 7th Grammy nomination for his version of "My Favorite Things," again in the Best Pop Instrumental Performance category.