Jack Benny first appeared on radio as a guest of Ed Sullivan in 1932. He was then given his own show later that year, with Canada Dry Ginger Ale as a sponsor --The Canada Dry Program, beginning May 2, 1932, on the NBC Blue Network and continuing there for six months until October 26, moving the show to CBS on October 30. With Ted Weems leading the band, Benny stayed on CBS until January 26, 1933.

Arriving at NBC on March 17, Benny did The Chevrolet Program until April 1, 1934. He continued with The General Tire Revue for the rest of that season, and in the fall of 1934, for General Foods as The Jell-O Program Starring Jack Benny (1934–42) and, when sales of Jell-O were affected by sugar rationing during World War II, The Grape Nuts Flakes Program Starring Jack Benny (Later the Grape Nuts and Grape Nuts Flakes Program) (1942–44). On October 1, 1944, the show became The Lucky Strike Program Starring Jack Benny, when American Tobacco's Lucky Strike cigarettes took over as his radio sponsor, through the mid-1950s. By that time, the practice of using the sponsor's name as the title began to fade.

The show returned to CBS on January 2, 1949, as part of CBS president William S. Paley's notorious "raid" of NBC talent in 1948-49. There it stayed for the remainder of its radio run, which ended on May 22, 1955. CBS aired repeats of previous 1953-55 radio episodes from 1956 to 1958 as The Best of Benny for State Farm Insurance, who later sponsored his television program from 1960 through 1965.