MŠK Žilina was founded on 20 June 1908 as the Zsolnai Testgyakorlók Köre, the Žilina Sportsmen's Club, under the Hungarian name of a town that is today in northern Slovakia. It has carried its present name since 1995, and its supporters are known as the Žilina Shoshone, one of the most unusual nicknames in European football. For most of the twentieth century it was a regional side with occasional cup runs, such as the 1985–86 Slovak Cup final, which it lost 0–1 to Spartak Trnava.
The modern club was built after Slovak independence. Žilina has won the Slovak league seven times, in 2001–02, 2002–03, 2003–04, 2006–07, 2009–10, 2011–12 and 2016–17, which puts it second in the all-time table of the Slovak league. Marek Mintál was the league's top scorer with 20 goals in 2002–03, and in 2008–09, the year of its centenary, the club reached the group stage of the UEFA Cup, where it was drawn with Ajax, Aston Villa, Slavia Prague and Hamburg. In the same period the Štadión pod Dubňom, its home ground in the Dubeň district, was rebuilt between 2006 and 2009.
The most dramatic season followed the 2009–10 title, won under the coach Pavel Hapal. In the 2010–11 Champions League Žilina beat Litex Lovech 4–2 on aggregate and then Sparta Prague 3–0 (2–0 away, 1–0 at home) in the play-off round, which took the club to the group stage for the first time. It was drawn in Group F with Chelsea, Olympique Marseille and Spartak Moscow, and the goalkeeper Martin Dúbravka was in the starting eleven. The campaign ended in six defeats and a goal difference of 3–19: 1–4 at home to Chelsea, 0–3 away to Spartak, 0–1 in Marseille, 0–7 at home to Marseille on 3 November 2010, 1–2 at Stamford Bridge and 1–2 at home to Spartak. The 0–7 defeat remains the club's heaviest in European competition, and Žilina and Partizan became only the eleventh and twelfth teams in the history of the competition to lose all six group matches.
The golden period of Slovak club football in Žilina continued in 2011–12, when the club won the league and the Slovak Cup in the same season. The cup final against Senica in Bardejov ended 3–2 after extra time, and it was the first of the club's two Slovak Cup victories. The league title of 2016–17 was the last before a long period without silverware, in which Žilina finished as league runner-up in 2019–20 and 2024–25.
The present chapter began on 2025–26. Žilina won the Slovak Cup for the second time, beating FC Košice 3–1 in a final played on its own ground, the Štadión pod Dubňom, before 9,723 spectators. It was the club's first cup win since 2012 and its first trophy since the 2016–17 league title, and it brought a return to European competition in 2026–27. For a club whose best-known European evening ended 0–7, the cup of 2026 gave its supporters a different kind of memory to take into the new season.