Caterina Palazzi was born in Rome in 1982 (no more precise birth date was independently confirmed in this build's research). She started out on the other side of the rock/jazz divide entirely, as the guitarist for the punk band Barbie Killers. Around 2000 she began moving toward jazz while enrolled in the DAMS program (Arts, Music and Performing Arts), and from 2002 she studied professionally at Rome's Saint Louis College of Music.

In 2007 she founded and has since led Sudoku Killer, the Rome-based project that has been the center of her career for nearly two decades. The band's self-titled debut, Sudoku Killer (Zone di Musica, 2010), was cut as the Caterina Palazzi Quartet with Danielle Di Majo (alto saxophone), Maurizio Chiavaro (drums) and Giacomo Ancillotto (guitar); Discogs tags the record Jazz and Rock. That same year Palazzi won the Jazzit Award for best Italian composer, with the album placing second and the band fourth in the magazine's own rankings, and from 2010 to 2015 she was repeatedly named a Top Jazz best new talent by Musica Jazz magazine.

The years immediately after the debut produced a run of documented live and broadcast guest appearances alongside far better-known names on the Rome jazz scene. On May 10, 2011, she appeared as a member of the "Chat Noir" project (with pianist Michele Cavallari and drummer Giuliano Ferrari) at the Auditorium Parco della Musica's Sala Petrassi, with trumpeter Luca Aquino as the evening's guest. On September 15, 2011, the Caterina Palazzi 4tet - by then Palazzi, Di Majo, Ancillotto and Chiavaro - played the Auditorium's Jammin' Festival with trombonist Gianluca Petrella sitting in, a performance captured on video and, very likely, in the same visit that produced the Wikimedia Commons photograph used on this profile (dated September 15, 2011). On March 3, 2012, she was a guest on Stefano Bollani and David Riondino's Rai Radio3 program Il Dottor Djembè, alongside the show's regular saxophonist Mirko Guerrini. That same year, Discogs documents her as a session double bassist on guitarist Stefano Scarfone's Precipitevolissimevolmente (2012, Nau Music Company), alongside drummer Israel Varela and trumpeter Quentin Collins. Separately, in interviews and secondary profiles, Palazzi has also described a collaborative connection to drummer Roberto Gatto; no specific dated performance or recording tying the two together was independently located in this build's research, so it is reported here without a link to his jazzprofiles.com profile - see the notes file.

Sudoku Killer's second album, Infanticide (AUAND, 2015), added tenor saxophonist Antonio Raia to the core Ancillotto/Chiavaro lineup; Discogs tags it Jazz and Rock, styled Jazz-Rock and Noise, and it was reviewed by All About Jazz. The band's best-known record, Asperger (Clean Feed Records, 2018), is a concept album whose five tracks are each built around a different Disney villain - Palazzi has described the intent as making "the figure of the bad guy... charming, and not scary anymore." It carries Discogs styles Free Jazz, Avant-Garde Jazz and Free Improvisation, features Sergio Pomante on tenor saxophone (tracks 1, 2, 4 and 5) and Antonio Raia on tenor saxophone (track 3), and was reviewed by All About Jazz's Don Phipps. The album's inner photography on Infanticide is credited on Discogs to Michele Palazzi - her brother, a professional photographer, independently corroborating Wikipedia's note that the two are siblings. A track drawn from Asperger, "Asperger Suite," also appears on Subsound Split Series #8 (Subsound Records, 2019), a split release shared with the noise/rock act Ottone Pesante.

By the time of a 2023 profile for the Firenze Jazz Festival, Sudoku Killer had played more than 700 concerts across Europe and Asia. In 2022, Rockit magazine placed Palazzi twelfth on its list of the 20 best-ever Italian bassists. In the summer of 2023 she opened Italian tour dates for Kim Gordon, the Sonic Youth bassist. That same year, a fourth Sudoku Killer suite, Confutatis Maledictis, premiered live at Novara Jazz (May 2023) and the Firenze Jazz Festival (September 2023), reported in festival press as a forthcoming Clean Feed release; as of this build, no Discogs entry or release date for it could be independently confirmed, so it is reported here as a premiered, not-yet-released work rather than a finished album. Beyond Sudoku Killer, Palazzi has more recently pursued a solo project, Zaleska (described as a "funeral orchestra"), a duo with cellist Flavia Massimo, and multimedia performance work with visual artists.

Palazzi's musical path runs backward through genres from where Sudoku Killer eventually landed: an early classical exposure (she names Mozart as a formative influence), followed by a rock and grunge adolescence built on the Rolling Stones and Nirvana, and only then a turn toward jazz via formal study at Rome's Saint Louis College of Music. That arc shows up directly in Sudoku Killer's sound, which Discogs and reviewers alike tag as a genuine hybrid: Jazz and Rock on the 2010 debut, Jazz-Rock and Noise on Infanticide, and Free Jazz, Avant-Garde Jazz and Free Improvisation on Asperger - a trajectory toward increasingly open, noise-adjacent free improvisation over three albums. The concept-album structure of both Infanticide and Asperger, each built around a single dark, unifying idea (a "virtual murder of the childhood vision of the world" and a suite of Disney villains, respectively), is a recurring compositional signature. Her landing on the Portuguese label Clean Feed Records for Asperger places her within Europe's best-known avant-garde and free-jazz record label, alongside international improvisers rather than mainstream Italian jazz names.