According to Billboard, the band have started the imprint dBpm. LA-based music label Anti- will distribute the group's dBpm releases.
"This is an idea we've discussed for years," singer Jeff Tweedy said in a statement.
"We really like doing things ourselves, so having our own label feels pretty natural to me. And, to be working with Anti- - a label that was started by a punk rock guy to sell his own records - seems like a perfect fit for us."
Wilco released their first three albums on Reprise Records. Indie label Nonesuch Records put out the band's fourth LP Yankee Hotel Foxtrot after Reprise, a Warner Music Group firm, refused to release it.