Al Markhiya Sports Club was founded in 1995 under the name Al Ittifaq Club, before being renamed Al Markhiya in 2004. The club made appearances in the Qatar Stars League during the 2001–2002 and 2002–2003 seasons. 

Throughout its history, Al Markhiya has maintained a strong presence in Qatari competitions. It has participated in the Sheikh Jassim Cup 15 times since the 1999 season, and in the Amir Cup 14 times, beginning with the 2000 season.