During the Caucasian Albanian period, the Tsakhur were just one of 26 tribes living in the Caucasus. In the most ancient documents, the Tsakhur are referred to by their own name, the 'Yiqbi'. The earliest example of this can be found in the work 'A History of Albania', appearing in the form 'Çigbi'. The town of Tsakhur, from which the modern name derives, was founded in 80BC and is first mentioned in the document 'Possessions of the Tsakhur Rulers'. Tsakhur in the form 'Saxur' is also mentioned in the Persian Paikuli Inscription from 293AD.

In ancient Georgian sources, the Tsakhur were given an entirely different name, 'Suji', and their country was
called Sujetiey or Tsuketiey. In other texts they appear as Erami and their country as Ereti. Remnants of these words can still be seen in the names of places where the Tsakhur live today such as Mount Sujaray in the Zaqatala Region and Erai Square in Suvagil.

At some points in history, the Tsakhur maintained independent rule over their lands. At the beginning of the 14th century, a Tsakhur Khanate rose to power and in the 18th century a Sultanate based at Ilisu formed a union with the
independent communities of Jaro-Belokan and the Tsakhur dominated societies of Mukhakh, Jinykh and Mishlesh-Tal.

Though the Tsakhur have experienced opposition throughout their history, their resilient nature has ensured their survival to this day. In an alliance of Caucasian Albanian armies, the Tsakhur fought against Alexander the Great at the battle of Gaugamela in 331BC. It is said that when the legions of Pompey fell upon Albania, even the Tsakhur women took up arms to fight for freedom alongside their men. Time and again, the Tsakhur arose to defend their lands: against the Arab invasions of the late first millennium, the numerous raids of the Mongol hordes and Timurlane Tamerlane during the Middle Ages, and later the armies of the expanding Persian and Russian empires - rarely were the Tsakhur left in peace. This heroic struggle against foreign attacks is regularly celebrated in their folklore.