Campus Lights was established in 1938 to fund the establishment of the Gamma Delta chapter of Phi Mu Alpha Sinfonia. The proceeds from the show the first year paid for the fees and other costs related to establishing a chapter of the organization. After the founding of the chapter, the chapter decided to make the production a tradition. Today the funds are used to fund scholarships to bring especially talented music students to the university.

When the second world war broke out, the men found themselves called to serve their country abroad. During this time, the women of the Iota Beta chapter of Sigma Alpha Iota sought to continue the tradition. The production was called Campus Dim Out to honor the men that were fighting in the war. Upon the return of the men, the two chapters combined forces to continue the Murray State tradition that we know and love today. Over the years, the production has evolved from variety shows and student written shows to Broadway-style shows like Into the Woods, Hairspray, and Sister Act!