The club was founded as "Helsingin Jalkapalloklubi – Helsingfors Fotbollsklubb" in 1907 by Fredrik Wathén.
Generally considered Finland's biggest club, HJK is also the most successful Finnish club in terms of league championships with 26. The club has also won ten Finnish Cups and four Finnish League Cups. Many of Finland's internationally most successful players have played for HJK before moving abroad.
HJK is the only Finnish club to have played in the UEFA Champions League group stage. They did so in the 1998–1999 season, triumphing over FC Metz in the second qualifying round. The club also managed a respectable five points in their group, beating Benfica at home and earning draws at home to Kaiserslautern and away to Benfica. They lost to PSV Eindhoven twice and to Kaiserslautern away.
Their highest score in European competition came in the 2011–2012 season, with a 13–0 aggregate victory over Welsh champions Bangor City, which included a 10–0 win at home.
HJK's main rivalries in Helsinki are considered KIF, HPS and HIFK. Those are the "big four" clubs in Helsinki together with 43 league and 11 cup titles. However these rivalries have slowly faded away due downfall of all three other clubs, HPS dropped from Mestaruusarja in 1964, HIFK in 1972 and KIF in 1978. From these HIFK is considered biggest rivalry, historically both clubs had wide support in many same neighbourhoods, especially Töölö and they often shared same grounds. They also had higher attendances than KIF or HPS. Due to success in many other sports, most notably ice hockey, HIFK still has strong support base in Finland. After this there have been only some short-term rivalries against various clubs including FC Jokerit, Viikingit, PK-35, FinnPa and Ponnistus, but none of these have drawn bigger popularity.
HJK has competed against Lahti based clubs from 1960s, between 1963 and 1978 HJK and Lahden Reipas had a minor rivalry as both won 3 league titles and 2 runner-ups, HJK were 4 times 3rd and Reipas 3 times 3rd, Reipas also won 7 cup titles against 1 of HJK. A more notable rivalry was against Kuusysi from early 1980s to mid-1990s. Between 1981 and 1992 HJK won 6 league titles against Kuusysis 5, both clubs also won the cup twice, facing two times in finals (which were both won by HJK). Both clubs also succeeded well in European competitions. In 1996 the Lahti clubs merged and FC Lahti was born, HJK and FC Lahti matches are more known from outside of pitch, some crowd disturbances and small fights have occurred  which otherwise are rare in Finnish football. Due to a relatively short distance between the two cities, these matches often draw more notable away support than others.
HJK and Valkeakosken Haka are the two most successful clubs in Finnish football, HJK with 26 league and 11 cup titles and Haka with 9 league and 12 cup titles. The match is also considered as Urban-Rural rivalry as HJK is a club from Finland's biggest city Helsinki and Haka is representing the small town of Valkeakoski.