Its senior ice hockey teams began competing for the Allan Cup in 1909.

[1] The SAHA became a charter member of the Canadian Amateur Hockey Association when the national body was established in 1914.

Junior ice hockey teams from Saskatchewan began competing for the Memorial Cup in 1919.

[2] The SAHA later shortened its name to the Saskatchewan Hockey Association (SHA).

The SHA rebranded itself as Hockey Saskatchewan in 2021, to bring itself inline with the naming convention used by Hockey Canada, and to avoid confusion with the Saskatchewan Health Authority which also used SHA as an acronym.