The first recorded football match in Malaya took place in March 1894 between members of the Selangor Club at the Selangor Club field. The rapid growth of football activities in the state of Selangor led to the establishment of the Selangor Association Football League (SAFC) in 1906, aimed at organizing the Selangor Football League, with teams such as Selangor Club, YMCA, Klang Recreation Club, Victoria Institution, and Kajang participating in the inaugural edition.
In 1920, the HMS Malaya warship docked in Malaya, with the crew presenting two Malaya Cup trophies, for both rugby and football. These trophies marked the beginning of competitive matches between states for the first time. The first edition of the Malaya Cup in 1921, organized by the HMS Malaya Cup Committee, saw the participation of three teams from the Northern Zone (Selangor, Penang, and Perak) and three teams from the Southern Zone (Singapore, Negeri Sembilan, and Melaka). Selangor, the Northern Zone champion, lost 1-2 in the opening final of the Malaya Cup to the Southern Zone champion, Singapore, at the Selangor Club field in Kuala Lumpur, which was witnessed by nearly 5,000 spectators.
However, Selangor ensured that the early editions of the Malaya Cup, which consisted of European-descendant players, were not entirely dominated by Singapore, managing to secure four championships.
In 1925, the Selangor Football Association (SFA) was established with the aim of overseeing football activities and promoting local league matches.
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