SønderjyskE Vojens, as we know them today, 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, but the history of ice hockey in Vojens dates back to 1963 when the Vojens Ishockey Klub (VIK) were founded. 

The club first played in Denmark's top tier in 1965. They won their first championship in 1978/1979 and followed up with two more in the next three seasons. However, a seesaw-like period in the 1980s and early 1990s saw the club drop down to the second tier on more than one occasion. The club stabilised after that and have played in Denmark's first league since 1992.

The club won titles in 2005/06, 2008/09 and 2009/10 and in 2011, SønderjyskE Vojens opened a new hockey arena with a capacity of 5,000 spectators. The club won three titles in a row between 2013 and 2015 and have returned to winning ways with a historical 7th trophy in 2023/24 since the club's modern-day founding in 2004,

They enjoy fantastic support from the entire region and the team are consistently one of the best in Denmark. In 2019/20, they won the IIHF Continental Cup and became the first Danish team to do so.

2024/25 will be the club's fourth in the Champions Hockey League as SønderjyskE played in the competition's first two seasons in 2014/15 and 2015/16 and also in 2021/22.