The company was formed in Kiev, Ukraine It was founded by people who split off from GSC Game World a year before the release of S.T.A.L.K.E.R.: Shadow of Chernobyl, in particular Oles' Shyskovtsov and Oleksandr Maksymchuk, the programmers who worked on the development of X-Ray engine used in the S.T.A.L.K.E.R. series. They developed the 4A Engine for Metro 2033.
Since the company’s inception, 4A Games has been working on Metro 2033. As of March 2010, Metro 2033 has completed and been released. In June 2010 4A Games announced Metro 2034 along with plans for a 3D version of Metro 2033.