Threave spent their early years engaged in friendlies and local cup competitions until they became a senior club in 1959 and replaced Whithorn in the South of Scotland Football League.

This was primarily down to losing their top players, who did not want to play at a lesser level of football, to Annan Athletic and Dalbeattie Star.

On Saturday 23 October 2010, Threave progressed to the third round of the Scottish Cup with a 4–2 win against Edinburgh City at Meadowbank Stadium.

The third round draw saw Rovers once again pitted against old foes Stenhousemuir, and despite leading 2–0 at Ochilview Park, they were pegged back to 2–2 at the final whistle.

As an early adopter of the SFA club licensing system, Threave were invited to become inaugural members of the Lowland Football League in 2013.