Zethus was born on Mount Cithaeron, the great mountain range that separated Boeotia from Attica, in circumstances of shame and violence. His mother was Antiope, the daughter of Nycteus, the regent of Thebes, or in some traditions the daughter of the river-god Asopus. Zeus, the king of the gods, had desired her and taken her by force while disguised as a satyr, and when her pregnancy became known she fled Thebes in disgrace. Some said she went to Sicyon and married King Epopeus there; others said she was carried there by force. In either case, her uncle Lycus, the brother of Nycteus, led an army to Sicyon, defeated Epopeus, and brought Antiope back to Thebes as a prisoner. On the return journey, somewhere on the slopes of Mount Cithaeron, she gave birth to twin boys. Lycus, believing the children were the sons of Epopeus rather than Zeus, ordered them exposed on the mountain, left to die of cold and hunger among the rocks and the wolves. But shepherds found the infants, took them in, and raised them as their own.

The twins grew into men of opposite natures. Amphion, the younger by moments, was drawn to music from his earliest years, and one day Hermes, the messenger god who was also the patron of music and thieves, came to him and gave him a golden lyre, teaching him to play with a skill that no mortal had ever possessed. Zethus, by contrast, was a man of the earth. He became a herdsman of extraordinary skill, and the cattle and sheep in his care always prospered. He was also a hunter, swift and silent, with a strength that amazed those who saw him work. The two brothers often argued about whose skill was the greater, each claiming that his own gift was more valuable than the other's. Amphion said that music could move the soul and tame the wild; Zethus said that muscle and sweat were what fed a man and built a city. The debate between them became famous in Greek literature, and the lost play of Euripides called the Antiope is said to have staged their argument as a formal debate, with each brother defending his way of life. Plato, the philosopher, later used the debate in his dialogue the Gorgias, where the character Callicles cites Zethus against the contemplative life of philosophy, arguing that action and strength are superior to thought and music.

The day that changed their lives came when Antiope, who had been kept as a slave in Thebes by Lycus and his wife Dirce for years, finally escaped. Dirce had been cruel to her beyond measure, beating her, humiliating her, and forcing her to work like a beast of burden. Antiope fled to Mount Cithaeron and found her sons, now grown men, living in the shepherd's hut where they had been raised. At first they did not recognise her, but when she told them her story and revealed their divine parentage, the truth became clear. The twins were furious. They gathered a small army of shepherds and hunters, marched on Thebes, and seized the city. Lycus was killed, or in some versions sent into exile, and the throne passed to the sons of Zeus. But the vengeance was not complete until Dirce had been punished. The twins found her and tied her to the horns of a wild bull, which dragged her across the rocks until she died. Her body was thrown into a spring that ever after bore her name, the spring of Dirce, which flowed near the walls of Thebes. The scene of Dirce's punishment became one of the most famous subjects in Greek and Roman art, carved into the great marble group known as the Farnese Bull, which was discovered in Rome in the 16th century and is now one of the masterpieces of the Naples Archaeological Museum.

With Lycus dead and Dirce punished, the twins turned to the task of fortifying Thebes. The city had been founded by Cadmus, the Phoenician prince who had sown the teeth of a dragon into the earth and produced the Spartoi, the sown men who became the ancestors of the Theban nobility. But the original citadel, the Cadmea, was too small to hold the growing population, and the lower city lacked walls. The twins decided to build a circuit wall with seven gates and seven towers, the defensive perimeter that would make Thebes one of the great cities of Greece. Zethus carried the stones on his back, hauling them up the slopes and placing them with his own hands, his muscles straining under the weight. Amphion sat nearby and played his lyre, and at the sound of his music the stones rose into the air and fitted themselves into place, moving of their own accord with a precision that no mason could match. The walls rose quickly, and when they were finished Thebes was enclosed in a fortification that would stand for centuries, the same walls that would later be assaulted by the Seven Against Thebes in one of the most famous wars in Greek legend.

After the walls were built, the twins sought wives. Amphion married Niobe, the daughter of Tantalus, the king of Sipylus who had been condemned to eternal hunger and thirst in Tartarus for serving his own son to the gods at a feast. Niobe was beautiful and fertile, and she bore Amphion seven sons and seven daughters, the Niobids whose slaughter by Apollo and Artemis would become one of the darkest stories in Greek mythology. Zethus married Thebe, a nymph whose name was given to the city itself, though in the Odyssey Homer calls his wife Aëdon, the daughter of Pandareus of Ephesus. Thebe bore Zethus one son, Itylus, and for a time the brothers ruled Thebes in peace, each king in his own domain, each family growing in the city they had built together.

But the peace did not last. Aëdon, or Thebe, grew jealous of Niobe, who had so many children while she had only one. In the dark of night, driven mad by envy, she crept into the chamber where Niobe's eldest son slept and stabbed him, intending to kill the child of her rival. But in the darkness she made a terrible mistake. She had killed not Niobe's son but her own, Itylus. When the truth became clear in the morning light, her grief was absolute. Zeus, taking pity on her, transformed her into a nightingale, the bird that sings its lament through the summer nights, forever mourning the child it killed by mistake. Zethus, when he learned what his wife had done and that his only son was dead, could not bear the grief. He took his own life, or some said he died of a broken heart, and was buried in a simple mound tomb near Thebes. Amphion followed him not long after, killing himself when Apollo and Artemis slaughtered his own children and his wife Niobe was turned to stone. The two brothers, who had built a city together and argued about music and labour, were laid to rest in the same tomb, a joint burial that the geographer Pausanias saw centuries later and described in his travels through Greece. The people of Tithorea, a town near the tomb, believed that the earth of the mound had the power to grant bountiful harvests, and every year they would try to steal some of the soil while the Thebans guarded it, a strange posthumous tribute to the twin kings who had given the city its walls.