Formed 1958

The club was formed in 1958 as the Fitzroy United Alexander Soccer Club by Greek Macedonian migrants. The colours chosen - yellow and black - were similar to those of the Greek football (soccer) club PAS Florina. The more common name for the club, "Alexandros" or Megas Alexandros was given in honour of the famous Macedonian king Alexander the Great

They initially struggled for success, variously occupying the bottom rungs of the Victorian State League, or trying to regain promotion, until the mid 1970s. From 1973 onwards, their performances improved significantly, with the pinnacle being capturing the 1975 state league title.

The club were founding members of the NSL. In 1979 the side became known as Heidelberg United Alexander. While the side performed well for most of that competition's first decade, they could never quite capture the title. From 1987 onwards, Heidelberg then struggled, being relegated in 1987 and 1989, and despite holding onto their place in the national league until the end of the 1994/1995 season when they were relegated back to the state leagues.

On their return to the Victorian leagues in 1996, Heidelberg had a reasonably successful season, eventually losing in the Grand Final against Altona Magic in penalties after scores were locked at 3-3 after extra time. In 1998 they found themselves relegated, but won promotion back at their first attempt, rejoining the VPL in 2000, and winning the title in 2001. Their rollercoaster recent history however saw them relegated the next season, until they found themselves back in the VPL once more in 2005, and finishing runners up to Green Gully. A solid season in 2006 saw them reach the Preliminary Final, where they were knocked out by Altona Magic in extra time.

The club now competes in the Victorian Premier League