The ancient name of the island was Oinoi, due to the extensive viticulture. According to mythology, when the women of Lemnos rebelled and slaughtered all the men of the island, the daughter of King Thoandas Hypsipyli, to save her father, put him in a jar which she threw into the sea. This jar was carried away by the waves and reached the shores of Oinoe (Sikinos), where some fishermen rescued Thoantas.
From the union of Thoantas with a naiad, Sikinos was born and from him the island took its name. From the most ancient times until the liberation of Greece from the Turkish yoke, the island changed many conquerors.
In the 10th century BC Sikinos was colonized by the Ionians.
In Roman and later Byzantine times, Sikinos fell into obscurity while the constant raids of pirates in the area weakened it more and more.
They were followed by Venetians, Russians - for a short time - and Turks.
The union of the island with the rest of Greece came in 1829.