The club has a long history in playing in the top flight, but decided to self-relegate in the 2013–14 season after declining to participate in the newly established Hong Kong Premier League.

Sun Hei entered the Hong Kong First Division under the name Golden (Chinese: 好易通) in the 1994–95 season.

In the 2005 AFC Cup, Sun Hei also got through to the semi-finals stage, the best result for a Hong Kong football club in the competition to date.

In season 2007–08, Sun Hei changed the club name to Convoy Sun Hei (Chinese: 康宏晨曦) as the club obtained sponsorship from Convoy Financial Services, a Hong Kong financial service company.

However, they declined promotion to the Hong Kong Premier League at the end of the season due to financial difficulties.