The team was founded in 2004 as the Grunthal Red Wings and based out of Grunthal, Manitoba. The Red Wings became the Southeast Prairie Thunder, relocating to Steinbach in 2006 and playing out of the T.G. Smith Centre from 2006 to 2017. Since then, the team has played its home games at the Seven Oaks and Wayne Fleming Arenas in Winnipeg.[2][3]
The team have made nine appearances at the Allan Cup, Canada's national senior 'AAA' championship. Their first was at the 2009 Allan Cup, which was played in Steinbach, but hosted by their local rivals, the Steinbach North Stars. The Prairie Thunder advanced to the final, but lost 4-3 in double overtime to the Bentley Generals.