In 1989 at the congress of the International Athletic Association (IAAF) in Barcelona, representatives of the Cyprus, Iceland, Liechtenstein and Luxembourg federations discussed the need to form an Athletic Association of the Small States of Europe, whith the aim to represent the interests of athletics within the Games of the Small States.
All the Federations participating in the Games of the Small States plus Gibraltar were interested in the formation of such an association.
Marie-Paule Thoma (Lux) was appointed to be the spokeswoman of the Association and put in charge to draft an AASSE constitution.
At the 1991 EAA Calendar Congress in Estoril in 1991 a draft constitution and the future activities were discussed, and upon presentation it gained the strong support by European Athletic Association.
In 1992 in Prague, at the 1992 Congress, the EAA accepted in principle the Bruno Zauli Cup participation of a combined AASSE team.
After the competition rules were set up, the AASSE member federations decided at the1993 IAAF Congress in Stuttgart to propose to the EAA to compete as a team in the 1994 Bruno Zauli Cup.
The official formation of AASSE took place during the 1994 EAA Congress in Venice in presence of the EAA president Carl-Olaf Homen. The Constitution Rules were signed by the representatives of Andorra, Cyprus, Iceland, Liechtenstein, Luxembourg, Malta and San Marino.
The EAA Congress in Venice accepted the participation of a combined AASSE team in the 1994 Bruno Zauli Cup in Dublin.
Monaco became a member of the AASSE in 2000 and Montenegro in 2006.