According to mythology, the island is named after Sikinos, son of King Thoas of Limnos. In antiquity it was known as Oenoe because of its flourishing vineyards.
In the 10th century B.C. the island was settled by the Ionians, while in the 5th century B.C. it came under the dominion of Athens.
Sikinos's history parallels that of the other Cyclades islands, passing from Roman to Byzantine rule, then falling to the Venetians and the Turks.
Under Venetian rule, the island was part of the Duchy of Naxos.
In 1537, Sikinos was taken by the Turks; in 1829 it became a part of the newly founded modern Greek state.