The club was founded on May 31, 1921, as Grupo Desportivo de Lourenço Marques by Professor Sá Couto, José Maria Rodrigues, Alfredo Fragoso, Américo Costa, Martinho Carvalho Durão and Professor Cabanelas. In 1976, after Mozambique's independence from Portugal, the club was renamed to Grupo Desportivo de Maputo. The club's logo was also changed.
1925 Desportivo won the District Championship of Lourenço Marques, a competition held between 1922 and 1961. A further eleven wins followed. In 1957 Desportivo achieved its first of altogether eight Mozambican championships 1956, which was held first in 1956. The club won its last national championship in 2006. In 2012 Desportivo was relegated for the first time.
Most famous of all players from Desportivo is Mário Coluna, who won with SL Benfica amongst others the European Champion's Cup of 1961 and 1962 and achieved with Portugal the third place in the 1966 World Cup.