Formerly known as Trojan, Shy featured vocalist Tony Mills, Steve Harris (guitars) (not to be confused with Iron Maiden's bass player, Steve Harris), Paddy McKenna (keyboards), Mark Badrick (bass) and drummer Alan Kelly. Their first album, called Once Bitten...Twice..., was released in 1983. Initial reports from Kerrang! were positive, however, a reporter[who?] was sarcastic to the band in the interview that would follow. After the release, Mills dropped his David Bowie-esque make up, and Mark Badrick was replaced by former Trouble bassist Roy Davies.
Shy made their major label debut on RCA Records with 1985's Brave the Storm. This release gained success despite the single "Hold On (To Your love)" being disqualified from the charts, as early copies included a shrink-wrapped T-shirt. Reviews from Kerrang! were more positive, comparing Mill's soaring vocals with those of Geoff Tate, vocalist of Queensrÿche. In the eighteen months that preceded the band's third album, Shy toured with Bon Jovi, Meat Loaf, Twisted Sister, Gary Moore and UFO.
The band's 1987 album, Excess All Areas, was recorded in Holland with producer Neil Kernon. The album featured Shy's biggest hit, "Break Down The Walls", co-written with Don Dokken. The album reached Britain's top 75, with Metal Hammer magazine being appreciative. 1989 saw the release of Misspent Youth on MCA. The album, produced by Roy Thomas Baker, was promoted with American and European tours.
By 1994, Mills had been replaced by vocalist Jon Francis. The band's 1994 album, Welcome To The Madhouse was released in Japan by Phonogram but failed to get distribution elswhere. The band released a live album in 1999, recorded in Europe, and two albums containing previously unreleased songs, "Let The Hammer Fall" and "Regeneration".
Mills returned to the band in 2000. In 2002, Shy recorded and released an album featuring Mills, Unfinished Business which saw Man drummer Bob Richards replacing Kelly.
In 2005, Shy released Sunset And Vine on the MTM Music label. In addition to Mills, Harris and Davis, this album featured Mills' ex Siam colleague Ian Richardson on rhythm guitar, and keyboard player Joe Basketts who had previously worked with Mills on his solo album.
In 2006, Mills met with Norwegian rock act TNT, and announced he was leaving Shy to take up the vocalist slot, empty since the announced departure of Tony Harnell. Shy supported TNT on their final tour.
Shy originally had planned for Tony O'Hora to replace Mills. However, Lee Small, formerly of Surveillance and Phenomena, took the helm for a handful of gigs before parting company with Shy in January 2009, he is now once again Shy's vocalist. The band's latest album, entitled simply Shy was released in Japan in September 2011 on the Marquee Avalon label, and in Europe in October on Escape Music. Ian Richardson (previously in Siam) has since left Shy but provided some additional rhythm guitar on the latest release. Steve Harris died of a brain tumour in October 2011. A posting on the band's own website dated 29 October 2011, also announced his death. Steve is irreplaceable and the present line up is the final line up.