Elliott and Goulding began as radio announcers (Elliott a disc jockey and Goulding a newscaster) in Boston with their own separate programs on station WHDH, and each would visit with the other while on the air. Their informal banter was so appealing that WHDH would call on them, as a team, to fill in when Red Sox baseball broadcasts were rained out. Elliott and Goulding (not yet known as Bob and Ray) would improvise comedy routines all afternoon, and joke around with studio musicians.

Elliott and Goulding's brand of humor caught on, and WHDH gave them their own weekday show in 1946. Matinee with Bob and Ray was originally a 15-minute show, soon expanding to half an hour. (When explaining why Bob was billed first, Goulding claimed that it was because Matinee with Bob and Ray sounded better than Matinob with Ray and Bob.) Their trademark sign-off was "This is Ray Goulding reminding you to write if you get work"; "Bob Elliott reminding you to hang by your thumbs."