Dani Klein, the lead singer, and Willy Lambregt had previous success in the band Arbeid Adelt! and decided to form the band Vaya Con Dios together with contrabassist Dirk Schoufs, because they shared interests in gypsy music, jazz, and opera - genres that they felt were underappreciated in Brussels.
Their first single, "Just a Friend of Mine", had a Latin feel and became a big hit in France, selling over 300,000 copies. Willy Lambregt left the group and was replaced by Jean-Michel Gielen.
Even though Vaya Con Dios was successful in Latin countries, the band remained largely unknown in the Netherlands, partially due to being a Belgian band, but also because of their gypsy style. In the summer of 1990 they finally had their breakthrough in the Netherlands with "What's a Woman?" peaking at #1 for three weeks, making Vaya Con Dios the second Belgian artists to have a #1 hit in the Netherlands. (The first was Ivan Heylen in 1974.) The song is about the difficulties of men and women who on one hand need each other, yet sometimes find it hard to understand one other.
In 1991, Klein and Schoufs decided to go their separate ways, and from then on the group consisted of Klein playing with various musicians. On 24 May 1991, Schoufs died of an AIDS-related illness. (He had contracted HIV through his heroin addiction.) The third album, Time Flies, is much more melancholy than its predecessors.
Even though the music and the composition of the band changed, Vaya Con Dios remained popular in much of Europe - especially France, Germany, and Scandinavia - until 1996, when Klein left the music business complaining of too much stress. She returned in 1999 as singer in the group Purple Prose, which released a debut album of the same name that year. Vaya Con Dios returned in 2004 with a new album titled The Promise, released on an independent label. In 2006, The Ultimate Collection was released, a greatest hits album, with a DVD of the acoustic concert in Brussels, and some bonus items, such as an interview with Dani, some photos... "Pauvre Diable" was the first single.
In October 2009, the album 'Comme On Est Venu' was released. This time, all songs on the album are in French.
In December 2010 the German DJ Duo Milk & Sugar released a remix of the song Nah Neh Nah. It entered the German Media-Control Charts and exceeded all expectations by reaching the Top 10.