I Brought You My Bullets, You Brought Me Your Love (2002) was released by 'Eyeball Records' just three months after the formation of the band.
In 2003, the band signed a deal with 'Reprise Records' and embarked on a tour with Avenged Sevenfold. Three Cheers for Sweet Revenge (2004) followed to go platinum over a year later. A month after the album's release, Matt Pelissier would be replaced with Bob Bryar.
In 2005, the band was featured on the first Taste of Chaos tour along with The Used and Killswitch Engage. They then also received the opening act slot for Green Day on their support tour for their album American Idiot. Later that same year, they co-headlined Warped Tour 2005 with Fall Out Boy. Also that same year, the band collaborated with The Used for a cover of the Queen and David Bowie classic, Under Pressure; released as a benefit single for tsunami relief on iTunes and other Internet outlets.
Life on the Murder Scene was released. The album featured a CD and two DVDs: one documentary DVD chronicling the band's history, and a second DVD with music videos, the making of their videos and live performances. An unauthorized biography DVD Things That Make You Go MMM! was also released in June 2006 that does not actually feature any of the band's music clips or performances, but instead contains interviews with those who knew the band before much of their fame. An authorized biography titled Something Incredible This Way Comes was also released that same year, featuring information on the band's beginnings through to their third album.
Originally thought by the media to be titled The Rise and Fall of My Chemical Romance (in reference to "The Rise and Fall of Ziggy Stardust and the Spiders from Mars" by David Bowie), the actual title for My Chemical Romance's next album would be The Black Parade (2006). The album gave the band its first number one single in the UK with Welcome to the Black Parade, as well as debuting at number two on both the Billboard 200 and the UK Albums Chart, as well as certified as Triple Platinum by RIAA, and as double Platinum in the UK. The limited edition boxed set also earned the band a Grammy Award nomination. The video game guitar Hero II (Xbox 360 version), included the song Dead!. The track was added to the game's track list prior to the earlier PlayStation 2 version, with the tracks Teenagers, Famous Last Words and This Is How I Disappear available for download.
On July 31 and August 1, 2009, My Chemical Romance played two "secret" shows at The Roxy Theater in Los Angeles; the first concerts the band had played since Madison Square Garden in May 2008.
Danger Days: The True Lives of the Fabulous Killjoys (2010) would follow.
2012 would see touring keyboardist James Dewees (keyboards, backing vocals, percussion) join as an official member. September 14, 2012, Frank Iero announced through the band's official website a new project entitled Conventional Weapons. The project involved 10 unreleased songs that were recorded in 2009, prior to the making of Danger Days... Two songs each month for five months from the sessions were released on the band's website, starting in October 2012 and finishing in February 2013.
Soon into 2013, almost immediately after the Conventional Weapons project completed, the band would announce their split; altercations between band members were denied as the reason for the split- the true reason never stated.