Prior to creating The Sopranos, David Chase had been a television writer for over 20 years. He had been employed as a staff writer/producer for several television series (including Kolchak: The Night Stalker, The Rockford Files, I'll Fly Away, and Northern Exposure) and had created one short-lived original series, Almost Grown, in 1988. Before his success with The Sopranos, Chase had won two Emmy Awards: one in 1980 for writing the TV movie Off the Minnesota Strip, and one in 1978 for his work on the The Rockford Files (shared with fellow producers).

The story of The Sopranos was initially conceived as a feature film about "a mobster in therapy having problems with his mother." After some input from his manager, Lloyd Braun, Chase decided to adapt it into a television series. In 1995, Chase signed a development deal with production company Brillstein-Grey and wrote the original pilot script.Drawing heavily from his personal life and his experiences growing up in New Jersey, Chase has stated that he tried to "apply [his own] family dynamic to mobsters." For instance, the tumultuous relationship between series protagonist Tony Soprano and his mother, Livia, is partially based on Chase's relationship with his own mother. Chase was also in therapy at the time and modeled the character of Dr. Jennifer Melfi after his own psychiatrist. Chase had been fascinated by the Mafia from an early age, having been raised on classic gangster films like The Public Enemy and the crime series The Untouchables as well as witnessing such people growing up. The series was named after high school friends of his. Chase thought the Mafia setting would allow him to explore themes such as Italian-American identity and the nature of violence, among many others. Chase himself is Italian-American, his original family name being DeCesare.

Chase and producer Brad Grey, of Brillstein-Grey, pitched The Sopranos to several networks; FOX showed interest but passed on it after Chase presented them the pilot script. Chase and Grey eventually pitched the show to then-president of HBO Original Programming, Chris Albrecht, who recognized the originality and potential of the show, and decided to finance the shooting of a pilot episode. Albrecht is quoted as saying:

I said to myself, this show is about a guy who's turning 40. He's inherited a business from his dad. He's trying to bring it into the modern age. He's got all the responsibilities that go along with that. He's got an overbearing mom that he's still trying to get out from under. Although he loves his wife, he's had an affair. He's got two teenage kids, and he's dealing with the realities of what that is. He's anxious; he's depressed; he starts to see a therapist because he's searching for the meaning of his own life. I thought: the only difference between him and everybody I know is he's the Don of New Jersey.

The pilot episode (called "The Sopranos" on the DVD release but commonly just referred to as "Pilot") was shot in 1997. Chase, having previously directed episodes of The Rockford Files and Almost Grown, directed it himself. After the pilot was finished and shown to the HBO executives, the show was put on hold for a year before HBO eventually decided to produce it and ordered a full 13-episode season. The show premiered on HBO on January 10, 1999 with the pilot episode. The Sopranos was the second hour-long television drama series produced by HBO, the first being the prison drama Oz.

Like the characters they portray on the show, many of the actors on The Sopranos are Italian-American. Because Italian-American actors are often cast as Mafia-types in Hollywood productions, many cast members had appeared together in films and television series before joining the cast of The Sopranos. The series shares a total of 27 actors with the 1990 Martin Scorsese gangster film, Goodfellas, including main cast members Lorraine Bracco, Michael Imperioli, and Tony Sirico. Eight Sopranos actors also appeared in the 1999 comedy Mickey Blue Eyes.

The main cast was put together through a process of auditions and readings. Actors often didn't know whether Chase liked their performances or not. Michael Imperioli, who beat out several actors for the part of Christopher Moltisanti, recalls "He's got a poker face, so I thought he wasn't into me, and he kept giving me notes and having me try it again, which often is a sign that you're not doing it right. I thought, I'm not getting this. So he said, 'Thank you,' and I left. I didn't expect to hear back. And then they called." James Gandolfini was invited to audition for the part of Tony Soprano after casting director Susan Fitzgerald saw a short clip of his performance in the 1993 film True Romance. Lorraine Bracco, who had previously played the role of mob wife Karen Hill in Goodfellas, was originally asked to play the role of Carmela Soprano. She took the role of Dr. Jennifer Melfi instead because she wanted to try something different and felt the part of the highly educated Dr. Melfi would be more of a challenge for her. Tony Sirico, who has a criminal background related to the Mafia, signed on to play Paulie Walnuts as long as his character was not to be a "rat." Chase invited musician "Little Steven" Van Zandt (known as the guitarist of Bruce Springsteen's E Street Band) to audition for a part in his series after seeing him live at the 1997 Rock & Roll Hall of Fame ceremony and being impressed with his appearance and presence. Van Zandt, who had never acted before, eventually agreed to star on the show on the condition that he didn't take a part a professional actor was also trying out for. Chase then created the character of Silvio Dante especially for Van Zandt. Silvio Dante's wife on the show is played by Van Zandt's real-life wife.

With the exception of Oscar nominee Bracco (Goodfellas), Dominic Chianese (The Godfather Part II, along with stage work) and Emmy-winner Nancy Marchand (Lou Grant), the cast of the debut season of the series consisted of largely unknown actors. After the breakthrough success of the show, many cast members were noted for their acting ability and received mainstream attention for their performances. Subsequent seasons saw some well-known actors (Joe Pantoliano, Robert Loggia, Steve Buscemi, Frank Vincent) join the starring cast along with well-known actors in recurring roles such as Peter Bogdanovich, John Heard, Robert Patrick, Peter Riegert, Annabella Sciorra, and David Strathairn. Several well known actors appeared in just one episode, such as Charles S. Dutton, Ken Leung, Ben Kingsley, and Sydney Pollack.