On March 11, 1962, a Self-Help Association was founded in Sauðárkrókur. At that time, the associations within the national federation had grown to ten in number. The first chairman of the association was Konráð Þorsteinsson. The association was immediately large, with so many supporting members that no other Self-Help Association could compare, as stated in the association's first report to the national federation. The number of members is not specified for this first year, however, but a year later there were 62, and in 1964 the number of supporting members was reported to be around 200.

During the first year of operation, meetings were held to discuss the establishment of a relief fund by the association. The Sauðárkrókur town council gave the association strong support, and the fundraising was also very successful, as a bales auction was held which yielded a substantial profit.

In 1963, the association then purchased an old house, which was moved onto a foundation donated to the association by the Skagfirðingar Cooperative. That year, work was carried out to expand and complete the house, but the construction of a new building was in the association's plans. The building was damaged by fire in 1964, but repairs were completed that same year.

The chairperson of Sjálfsbjörg in Skagafjörður during Sjálfsbjörg lsf.'s 50th anniversary year in 2009 was Anna Þórðardóttir. During the national association's 60th anniversary year in 2019, the chairperson of the association was Magnús G. Jóhannesson.