The Dzata ruins in Thulamela Local Municipality once served as the main settlement and capital of the Venda empire which had dominated the area during the 18th century.

By the turn of the 20th century, the Soutpansberg was taken by the Boers from the Venda rulers, making it one of the last areas in the future republic of South Africa to come under white rule.

During the apartheid era, the bantustan of Venda (declared independent in 1979) was established in the eastern part of the Vhembe area, and was reintegrated into the country in 1994.

The former bantustan capital, Thohoyandou (named after a chief that had led the expansion of the Venda empire in the 18th century) is the current seat of the Vhembe district.

On 11 December 2008, Vhembe was declared a disaster zone by the Limpopo government due to the spread of cholera from across the Zimbabwean border to the district.