The roots of SAFE Project can be traced back to 1974. Nine female law students at the University of Wyoming (UW) saw a need to raise awareness about rape at UW and in Laramie. With university approval, some of the women opened and staffed the Women's Awareness Movement Office on campus to provide educational materials. Around the same time, a community group of activists were organizing around the issue of family violence and raised funds to set up a voucher system to pay for hotel rooms for women and children who were fleeing abusive situations. In 1977, the two groups came together and began using the name SAFE Project, or Sexual Assault Family Violence Educational Project. The organization was incorporated as a non-profit agency in May of 1980, with Jane Warren as one of the initial incorporators.   

SAFE Project received assistance from a number of organizations in the early years. The first office space was donated for two years by the Susan B. Anthony Center at UW. The University Common Ministry acted as an umbrella agency through June 1982, and SAFE received funding through them from the Tonkin Foundation in Casper and the Law Enforcement Assistance Administration. Grants from the Wyoming legislature provided funds to hire staff, establish a 24-hour crisis line, train volunteer advocates, and begin educational programs in Albany County. Church Women United, a group that had been educating the community on intimate partner violence, elected to transfer their shelter fund to SAFE Project in 1982. The funds helped make it possible to purchase SAFE’s first permanent shelter building in the late 1980s. In 1991, an office building was purchased on Steele Street to improve accessibility to services for survivors in the community.

Over time, the clients outgrew the shelter space and the staff needed more office space for meeting with clients and providing services. In 2010, two separate buildings were purchased and renovated with community development block grants from the Wyoming Business Council and the Wyoming Community Development Authority, funding from the Guthrie Family Foundation, and proceeds from the sales of the former shelter property and the office on Steele. The building at 319 South Lincoln Street was renovated from apartments into the present day office. The new shelter with space to accommodate more clients and children was updated with a security system and locks, ADA compliant rooms, new gas heating, and air conditioning. Further renovations over time have included pet friendly upgrades inside and outside the shelter for pets to stay in shelter with clients, a fenced playground on site for children to play, and additional ADA compliant accommodations. In 2016, SAFE Project added an advocate with a satellite office on the UW campus to include related university specific services for survivors and increase access for students, university staff, and community residents.