A 13th century runestone, discovered in 1917, bears an inscription stating that the Norwegian Viking Torkil Onundarson from Rogaland was the first settler in this area.

Á Steig in Sandavágur was the residence of the Lagman, the lawspeaker and leader of the Faroese parliament, until 1816, when the office was abolished and the islands became a Danish administrative district.

The clergyman V. U. Hammershaimb, who was born in Sandavágur in 1819 and became the father of the Faroese written language, was the son of the last law speaker.

[3] The local football team was SÍF Sandavágur until they merged with MB Miðvágur to form FS Vágar in 1993.

The scorer of the only goal in the Faroe Islands national football teams first ever competitive match, a shock win over Austria in 1990, Torkil Nielsen, was born in Sandavágur.