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In 1942, Glenn Miller joined the United States Army Air Forces "Stars Wore Stripes" and was commissioned as a captain as well as being appointed as the branch's band director. Miller jettisoned most of his civilian band's musical library. "Even the famous Miller sound exemplified in 'Moonlight Serenade' was only heard occasionally from the AEF Band." He initially formed a large marching band that was to be the core of a network of service orchestras, but his attempts at modernizing military music were met with some resistance from tradition-minded career officers. An example is the arrangement of "St. Louis Blues March", combining blues and jazz with the traditional military march. This was recorded October 29, 1943 at the Victor studios in New York City. "Miller's striking innovations and his adaptions of Sousa marches for the AAF band prompted Time magazine to claim that he had rankled traditionalists in the field of Army music and had desecrated the march king. The magazine also criticized Miller's injection of casual enjoyment into the disciplined cadences of military music, stating that the Army was 'swinging its hips instead of its feet.'" In the end though, the soldiers had a positive reaction to the new music and the Army gave tacit approval to the changes.

The orchestra was first based at Yale University.From mid-1943 to mid-1944 they made hundreds of live appearances, transcriptions, and "I Sustain the Wings" radio broadcasts for CBS and NBC. Miller felt it was important that the band be as close as possible to the fighting troops. In mid-1944 he had the group transferred to London, where they were renamed the American Band of the Allied Expeditionary Force. While in the United Kingdom the band gave more than 800 performances to an estimated one million Allied servicemen.

By February of 1944, the band consisted of thirty musicians. The dance band boasted several members of his civilian orchestra, including chief arranger Jerry Gray as well as stars from other bands such as Ray McKinley, Peanuts Hucko and Mel Powell. Johnny Desmond and the Crew Chiefs were the singers, although recordings were also made with guest stars such as Bing Crosby, Irene Manning and Dinah Shore. The Dinah Shore recording sessions were September 16, 1944 in the HMV studios on Abbey Road and include her version of Stardust. They are of special musical interest as they were intended as the band's first commercial releases. The British magazine Melody Maker in their September 23, 1944 issue said: "The Dinah Shore recording session which lasted for over four hours-gave us an opportunity to witness the painstaking thoroughness and terrific attention to detail of American musicians and artistes, and very impressive it was too." As of 1986 the songs from this session were yet to be issued on any label.

On December 15, 1944, Miller, now a major, was scheduled to fly from the United Kingdom to Paris to play for the soldiers who had recently liberated Paris. His plane departed from RAF Twinwood Farm, Clapham, Bedfordshire, but disappeared over the English Channel and was never found. Miller's disappearance remains a mystery; neither his remains nor the wreckage of his plane (a single-engined Noorduyn Norseman UC-64, USAAF Tail Number 44-70285) were ever recovered from the water. (Clive Ward's discovery of a Noorduyn Norseman off the coast of Northern France in 1985 was unverifiable and contained no human remains.)