On November 21, 1934, the five-member nucleus of the Southeastern Governors' Conference met with President Franklin D. Roosevelt to discuss the inequitable railroad rate system that put Southern industry at a disadvantage compared with the rest of the country. This issue was the subject of the conference's first resolution and, after 11 years of work, the governors succeeded in having the Interstate Commerce Commission abolish the rate-differential system. In the late 1940s, the conference stopped using its own secretary and began instead to utilize the secretariat services of the Council of State Governments, with which SGA remains affiliated today.

Over the years, the governors have been deeply involved in the major challenges to the region, from diversification of the South's heavily agricultural economy and expansion of opportunities for higher education in the 1940s to nuclear energy in the 1950s, economic development in the 1970s, infant mortality in the 1980s and striking a better state/federal balance in the 1990s. Along the way, the governors created several other regional organizations such as the Southern Regional Education Board, the Southern States Energy Board, the Southern Growth Policies Board and the Southern Regional Project on Infant Mortality.

Also, as the years have gone by, the number of member governors has grown from 5 in 1934 to 18 in 1969. In 1945, there were ten members: the governors of Alabama, Florida, Georgia, Kentucky, Louisiana, Mississippi, North Carolina, South Carolina, Tennessee and Virginia. The last members to join were: Missouri in 1961, Puerto Rico in 1968 and the Virgin Islands in 1969. In 1978, the governors adopted the present name of the Southern Governors' Association (SGA).

In the early 1980s, SGA moved its office from Atlanta, Georgia, to Washington, D.C., to raise the region's profile in the nation's capitol. Today, the Southern governors take advantage of the association's location in Washington to work on a full array of public policy issues affecting the region. They also continue to work cooperatively to place the South in the best possible position for the new millenium.