Tajikistan played its first official game on 11 April 1994 in Tashkent as part of a regional tournament. They lost that game against Kazakhstan 0–1. The first official competition the team entered was qualification for the 1996 Asian Cup, when it was seeded in the three-team Group 8 with Uzbekistan and Bahrain. Bahrain later withdrew, leaving Tajikistan to a play-off against their Middle Asian neighbors. Tajikistan won the first game 4–0, but were beaten in the away game 0–5 after extra time. They did not enter a World Cup qualifying competition until the France 1998 edition, recording four victories in their preliminary group stage including a 5–0 triumph over Turkmenistan, and losing only to China, which placed them second behind their eastern neighbors but out of the competition.
In a three-team qualifying section for Korea/Japan 2002, they had a record 16–0 win over Guam before losing 2–0 to Iran. After beating Bangladesh 4–0 on aggregate in the preliminary round of qualifiers for Germany 2006, they held AFC Asian Cup semi-finalists and eventual group winners Bahrain to a goalless draw on 31 March 2004.
In 2006, Tajikistan took part in the inaugural ELF Cup in Northern Cyprus. This competition was originally intended to be for teams that were not members of FIFA; however, the organisers extended invitations to both Tajikistan and Kyrgyzstan, who were both represented by their national futsal teams. Tajikistan failed to get past the group stage.