Provided are a method, system, and article of manufacture for configuring host settings to specify encryption and a key label referencing a key encrypting key to use to encrypt an encryption key provided to a storage drive to use to encrypt data from the host. User settings are received to configure a data class having data attributes with encryption settings. The data class is stored with the received user encryption settings. A job is received indicating a data set to store to a removable storage medium. A data class is determined having data class attributes matching data attributes of the data set indicated in the job. A determination is made from the determined data class whether to encrypt the data. The data set and a command to encrypt the data set are transmitted to a storage drive in response to determining that the determined data class indicates to encrypt the data, wherein the command to encrypt the data set causes the storage drive to encrypt the data sets written to the removable storage medium with an encryption key.