After Midnight is a late-night programming initiative that began in September of 2001. The Director of the College Union, William Brown, toured several schools' unions in 2000 and discovered some great late-night programming initiatives. Brown based the program on the Up All Night initiative at WVU and the Midnight Madness program at Gettysburg College.  While After Midnight is similar to both, it is unique to Davidson in its own ways.

After Midnight has always been envisioned as a monthly program focused on food and music. The menu was exclusively the breakfast buffet for the first year. The logo was created at the end of the first semester. The logo along with increased giveaways helped the program increase attendance numbers steadily. By the end of it's first year, After Midnight had gained a very good reputation.

In 2002, the then Union fellow, Leah Germelman expanded the menu to include the extremely popular Chick-fil-A. Over time the programming aspects of the late-night initiative evolved too. Karaoke was started in addition to the music from the student-run radio station, WALT. In 2008, Program Advisor, Ashley Owen, added new food vendors, such as Qdoba, Joels, and Bellacinos, and offered new programming, such as salsa lessons and bingo.

In Spring 2010, the Activities Tax Council approved funding so that the Union Board could start sharing funding of After Midnight events with the College Union, beginning in the Fall of 2010.