In 1962, a Self-Help Association was founded in the Southlands. There were 22 founding members and seven supporting members. The first chairman was elected, Ágúst Jóhannesson. Friðrik Ársæll Magnússon was the chairman of the association for a long time in its early years. The association was headquartered in Keflavík. When a group of Norwegian members from a sister association of Sjálfsbjörg came to Iceland in the summer of 1979, they visited the Southwestern Region, among other places.

In 1974, Sjálfsbjörg in Keflavík participated in an exhibition for the town's 25th anniversary and presented its activities there.

In April 1995, the association purchased a 350-square-meter property from Sparisjóður Keflavíkur, the so-called "Landshafnarhúsi," which is located near the harbor, at a good price. The impetus for this was an inheritance the association received from one of its members, Gísli Gíslason.

On Sjálfsbjörg's 50th anniversary in 2009, as well as its 60th anniversary in 2019, Hafdís B. Hilmarsdóttir served as the president of the organization.