Despite the band members having varying degrees of Christian beliefs through the years, and the group having had early dealings in the Contemporary Christian market, the members of King's X have never considered themselves a "Christian" band. However, some of their early lyrical themes (especially the first three albums) have led to some people labeling the group as such; which all three members strongly oppose.

In an interview on the UK late-night television show Raw Power, around the time of the release of Gretchen Goes to Nebraska, the band's explanation of its name was that the X relates to the mark on the wax seal used by royalty to seal correspondence. If the seal on a letter sent by the King, the King's X, was broken, it meant death for the messenger.