According to myth, Sikinos took its name from Sikinos, son of the king of Lemnos Thoas and the nymph Oinoi; until then the island was called Oinoi, "the wine-rich one", because of its abundant viticulture. Sikinos's reputation as a place of wine accompanied the island throughout antiquity.
In ancient times the island was inhabited by Ionians and enjoyed an autonomous life, minting its own coins. In the Roman era the impressive monument of Episkopi was built — a temple-mausoleum most likely dedicated to Apollo Pythios, which remains the island's most important ancient building.
In the Byzantine and medieval years, the threat of pirates drove the inhabitants to fortify themselves high up, away from the sea: this is how Kastro was created, with houses in a continuous, defensive layout. The temple of Episkopi was converted into a Christian church of the Panagia, while in the 17th century the fortified Monastery of Zoodochos Pigi was built.
Under Ottoman rule and after incorporation into the Greek state, Sikinos remained a poor but authentic agricultural island, with an economy based on wine, pulses and livestock farming. In more recent times, despite emigration and a small population, the island retained its quiet character — and in recent decades it has been reviving its vineyards and being rediscovered as a destination for those seeking the genuine Cyclades.