SønderjyskE was founded in 2004 as part of a large regional project, in which also football, men's handball and women's handball are represented. In 2011, the club opened a new hockey arena with a capacity of 5,000 spectators. The club enjoys fantastic support from the entire region and the team has consistently been one of the top in Denmark. SønderjyskE won the Danish championship for the third year in a row in 2015, but have yet to list a domestic championship since.

They earned their place in the Champions Hockey League for 2020/21 by winning the IIHF Continental Cup - the first Danish team to do so.