The station, which first went on the air in 2000, was founded by independent radio producer Jay Allison and his organization, Atlantic Public Media, with construction and operation duties assigned to WGBH. Atlantic Public Media has also produced local programming for the station. WNAN went on the air on March 15, 2000. In 2005 the third signal, WZAI, went on the air, to improve broadcast coverage for the Cape and Islands. An online stream of the station is also available.
In 2007, the station won the prestigious Alfred I. duPont-Columbia Award, often called the Pulitzer Prize of broadcast journalism, for a 20-part series called "Two Cape Cods: Hidden Poverty on the Cape and Islands". The series was produced and reported by Sean Corcoran, and it highlighted numerous poverty issues in a region that often is thought of as playground for the rich. WCAI was the only radio station to win the award that year.
In 2020, the station rebranded as CAI, as part of a larger rebranding underwent by WGBH (which similarly dropped "W" from its branding organization-wide).[4]
Apart from being owned by WGBH, there is no connection between the Cape and Islands NPR stations and WNCK in Nantucket, which formerly simulcast WGBH's primary radio service and later WCRB, a classical music station owned by WGBH. WCAI itself carries WCRB's programming on its second HD Radio channel, which was added in late 2013 after WCAI boosted its power.[5]