Djax Records was founded by Saskia Slegers (Miss Djax) in 1989. Having worked in a record shop for many years, Saskia met a large number of promising artists whose music never got released because, according to the Dutch record-companies, it was "not commercial" enough. At that point she decided that the time was right to start her own label.

Djax records were pressed at Harry's in Belgium.
When Harry's ceased operations in early 2000s, records were pressed at Master Media Productions for a while before moving to Record Industry in Haarlem.