The club was founded by attendees of the Christ Church in Heeley, in 1862[1] and played to the Sheffield rules until the merger with the Football Association in 1877.

They built a fierce rivalry with The Wednesday, and met them in the first ever final of the Sheffield Challenge Cup at Bramall Lane, losing 3–4 after extra-time.

Jack Hudson started his career at Heeley before joining Sheffield and then The Wednesday, and made one appearance for England.

Having ended Eckington Works' involvement in the first round of 1885–86, Heeley's luck against Nottinghamshire clubs continued to elude them, this time Notts Rangers sinking the Sheffielders with a 1–6 away win.

The club remained amateur in the face of professionalism,[4] and the 1888–89 FA Cup saw it having to qualify for the first round beating Redcar 6–1, South Bank 2–1, Park Grange 3–1 and finally, revenge against Owlerton 5–1.