SønderjyskE were founded in 2004 as part of a large regional project, in which also football, men's handball and women's handball teams 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 best 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.

In 2019/20 they won the IIHF Continental Cup and became the first Danish team to do so.