Athletes from the Socialist Federal Republic of Yugoslavia competed at the 1992 Winter Olympics in Albertville, France.

It was the final Olympic Games for Yugoslavia under this name, which at that point consisted of Bosnia and Herzegovina, Montenegro and Serbia.

Republic of Macedonia had become independent but the skier Vesna Dunimagloska participated as part of Yugoslav team.

The Federal Republic of Yugoslavia (Montenegro and Serbia) missed the 1994 Winter Olympics because of international sanctions, but returned for the 1998 Winter Olympics.

The same year the Republic of Macedonia made its Winter Olympics debut.