Sigma Editions was founded in 1998 by Rosy Parlane and Dion Workman, formerly of the rhythmic, free-noise trio Thela (with Dean Roberts) out of Auckland, NZ. After moving to Melbourne, Australia in 1997 the pair decided to launch a label to release their own work and the work of new artists they admired. The name "sigma" refers to Scottish/Italian writer Alexander Trocchi's plan for an international Utopian artistic/political community.
In 1999 the label relocated to Rotterdam, Netherlands, then to London, UK in 2000, and was based in New York, USA from 2002-2005.