According to one version the old name of the island was Oinoe and probably it derives from a prehistoric Cretan word which means wine bearer. According to tradition, Sikinos was a Cretan who invented the satiric dance in honour of God Dionysus whom the inhabitants of Oinoe used to worship, as mentioned on ancient scripts found. This could be evidence that viticulture was imported from the island of Crete.
Another version supports that Sikinos was the son of Thoantas, the king of Limnnos Island, and the nymph Oinoe who lived on this island.
Approximately at the end of the Neolithic Era (6400 - 3200 B.C) the settlements on the already inhabited Cycladic islands were multiplying and also spreading to the smaller ones like Sikinos. As the inhabitants of Sikinos did not have a big natural port, they turned to the cultivation of vines, olives, wheat, legumes, vegetables and fruit trees (figs, pistachios, plums). They also bred cattle, sheep, goats and poultry and developed the apiculture.
From 2000 B.C Crete with its strong commercial and war fleet was over-reigning the Aegean Sea. Around 1600 B.C Mycenae started rising and commercial activities expanded to the Mediterranean and the Black Sea. It is possible that Sikinos along with Mylos and Santorini had established a state during the era of the Argonaut Campaign and the Trojan War, which marked the end of the Bronze Era (3200 - 1200 B.C).
According to the findings brought up by excavations, the Ionians reached Sikinos in the 10th century B.C, followed by the Dorians who came from the mainland in the 5th century B.C. Like the rest of the Cyclades Sikinos was a member of the Athenian League and, then it passed to the Macedonians until it came under Roman Rule during which it served as a place of exile.
The Venetians ruled the Cyclades from 13th to 16th century. Sikinos was raided and conquered by Barbarossa in 1537 and the island passed to the Ottomans in 1566. In 1774 a pirate raid brought about severe disasters to the island whose population suffered tremendous losses. Sikinos was united with the Greek State in 1829 but, alike the rest of the Cyclades and the greater part of Greece, it came under Italian and German control during the Second World War.