The Warning was formed in 2013 by three sisters, Daniela, Paulina and Alejandra Villarreal Velez. They started playing covers in the basement (the cave) of their home in Monterrey, Mexico.

Their cover of Enter Sandman from Metallica went viral on Youtube in 2014. They realeased their first EP, Free Falling, in 2015. Their debut album, XXI Century Blood, has been released in 2017, followed in 2018 by their concept album Queen Of The Murder Scene.

In 2021, they released a personal version of Enter Sandman with Alessia Cara for the Metallica Blacklist Album. A new EP, Mayday, follows in 2021 preceding the release of their new album, Error in 2022.