Cole was born in Halifax, Nova Scotia. Her father, Leon Cole, was a noted radio broadcaster for the CBC Stereo network.
In 1983, Cole travelled to Toronto to seek a musical career. In 1986, she founded a trio with bassist David Piltch and pianist Aaron Davis. Offered a record deal in 1989, the Holly Cole Trio released an EP, Christmas Blues, that year, which featured a version of The Pretenders' "2,000 Miles," which has proven to be very popular. This was followed by their first full album, Girl Talk, in 1990.
A succession of releases followed through the early 1990s. For example, 1991's Blame It On My Youth, covered songs by Tom Waits ("Purple Avenue," aka "Empty Pockets") and Lyle Lovett ("God Will"), includes show tunes such as "If I Were a Bell" (from Guys and Dolls) and "On the Street Where You Live" (from My Fair Lady), and remakes "Trust In Me," from Disney's The Jungle Book, into a strikingly sultry and sinister song of seduction and death. Also recorded in this period was a reinterpretation of Elvis Costello's "Alison."

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