The Philadelphia Alumnae Chapter of Sigma Gamma Rho Sorority, Incorporated was formed as a result of a trip taken by Helen Nottage Cook, who was on tour with the Wooding Singers. Following a performance, Cook was introduced to Bertha Rhoda Black, a member of Sigma Gamma Rho Sorority, Incorporated. The two became engaged in conversation and upon learning from Cook that she was a Temple University graduate, Soror Black immediately inquired if there was a chapter of Sigma Gamma Rho at Temple University or in the City of Philadelphia. Because there were no chapters in the area, Soror Black encouraged Cook to establish a graduate chapter in Philadelphia and instructed her to contact Northeast Regional Syntakes, Edna Forest Browne.

Upon Cook's return to Pennsylvania, she contacted Edith Cole Ormand and the two began contacting their college friends. Shortly thereafter, a group of 5 young women formed and began working towards establishing a graduate chapter of Sigma Gamma Rho, Sorority, Incorporated in Philadelphia. With the assistance of Syntaktes Browne, Alpha Eta Sigma chapter was chartered on March 28, 1941 in Philadelphia, Pennsylvania. Alpha Eta Sigma became the 60th chapter to be formed in the country and the 13th to be formed in the Northeast Region. Charter members were Sorors Helen Nottage Cook, Pearl Howell, Erslia Hawkins, Edith Ormand and Geraldine Burris. Sorors Parthenia Jackson, Viola Edwards Robinson and Constance Harris were also initiated into the Upsilon chapter (later renamed Beta Phi chapter) of Sigma Gamma Rho on this date while matriculating at Cheyney State Teacher's College. They all joined Alpha Eta Sigma after receiving their degrees that semester.

Since her inception, the Sorors of Alpha Eta Sigma continuously represent and uphold our sorority's motto, "Greater Service, Greater Progress." In the 1940's, Alpha Eta Sigma enriched Sigma's image with many outstanding and varied activities that were designed to create a better world for our people, our children and our community. On June 27, 1947, Alpha Eta Sigma chartered Beta Delta chapter at Temple University. Beta Delta began accepting members from Temple University, University of Pennsylvania, Drexel University and LaSalle University. Sorors Eleanor DeShields and Lillian Reid were early advisors to the Beta Delta chapter. The "Miss Rhomania" Debutante Ball and "Calendar Girl" contests were held which highlighted our Rhoers and other high school girls' beauty, character, talent and academic achievements. Scholarships were awarded to numerous young women to help fund their college education. In 1944, Alpha Eta Sigma hosted her first Northeast Regional Conference.