While attending Yale University (Ph.B., 1927), he became a professional musician, playing first drums, then clarinet, then saxophone and working with Vincent Lopez and the London Savoy Havana Band (1924–25), among others. In 1928 he formed his own dance band, first called the Yale Collegians and then renamed the Connecticut Yankees, and concentrated on singing, using a hand megaphone, which became one of his trademarks, to amplify his suave, light-toned voice. For a time he was a prolific broadcaster. Later he moved to other aspects of show business, becoming a nightclub owner, a master of ceremonies in theatres, and an actor in Hollywood, where, beginning as a singer in the film Vagabond Lover (1929), he evolved into an accomplished light comedian and a character actor. His last major role was in the stage and film versions (1961–64 and 1967) of the musical How to Succeed in Business Without Really Trying (1967). Vallee's radio and stage theme songs were "My Time Is Your Time" and "The Whiffenpoof Song."