The city was already an important settlement of the region in the Ancient Roman times, as the Eastern end of the limes, the border defense line of the Roman Empire ran along here. In Szentendre, the Romans built the Ulcisia Castra, a fortress called the Wolf Castle. The fortress was even visited by the emperors, and later a settlement was established around it. The city was not only important as a defense point but richer citizens built villas and farms in the beautiful environment. The presence of the Romans meant the first golden age of Szentendre and their streets and buildings defined even the present day structure of the city. They were living here until the 5th century AD when they had to give up their outposts due to the threat of invaders coming from the East. Today, archaeologists  excavated many graves from this era and even the walls of a villa in the area of the Skanzen.

Soon after their arrival, the conquering Hungarians settled down in the area, and the remains of the Roman outposts were taken by Kurszán and his people. Historic sources first mention the settlement in 1009, when King Stephen I gave the land to the bishopry of Veszprém. At the time, Szentendre was equal to the present day inner city, it already had its own church and a royal courthouse. The names of the city originates from its patron saint, Saint Andrew whose name was used as Endre.

 In the XIII. century Szentendre was an ecclesiastical center. It was an also an important settlement as it lay between the royal cities of Buda and Visegrád.

After the Siege of Buda, the Ottomans almost completely destroyed the city. The medieval Szentendre disappeared nearly without a trace, its only remaining building is the Castle Church which has become a symbol of the city.

In the 15th century, escaping from the Ottoman armies, Bulgarians, Dalmatians, Serbians settled in Hungary, some of them in Szentendre. In 1690, another wave of refugees arrived to the ruins of Szentendre. The Serbs build wooden churches and settled around these buildings in groups. In the 17th century the present day churches were build on the spots of the older one. This was the time when the current structure of Szentendre started to develop. As the local Serbian Orthodox community received many privileges from the emperor - amongst them they could practice their religion freely -, and this lead to Szentendre becoming a flourishing town in the 18th century. The economical upsurge happened due to the local wine making, industries and trade.

Szentendre was halted on its way to growth by natural disasters. Floods caused destruction in the city and the vineyards, important to the economy, were ruined by a Phylloxera plague. At the same time the industries couldn't keep up with the rapid developments in Budapest. It was mayor Jenő Dumtsa who stopped the decline by creating new farmlands and planting fruit trees in place of the vineyards. Also, the launch of the train and steamboat lines boosted Szentendre's development. After the revolution of 1848, the population also changed as many Serbs returned to Serbia, and at the same time Slovaks and Germans settled in the Szentendre. By the end of the century, the city had its own press.

After World War I, the school system of Szentendre developed, and many congregations had their own schools. In 1926 the artist colony was founded which furthered the cultural fame of the city. After World War II, artists such as Béla Hamvas, László Német lived and created art here, and also Lajos Kassák and István Vas visited the city.

In the 1960's, Szentendre became the county's cultural center officially, and the building of the Skanzen began. Many galleries and museums were opened, historical houses were renovated. This lead to an upsurge in the tourism of Szentendre.