The club was founded on 18 March 1931. The first president of Gimnasia and one of the major drivers for the club's foundation was Thomas Yufra, who was president on three occasions. The current president is Fernando Yécora, who succeeded Horacio Raúl Ulloa after 20 years as head of the institution. The first cup participation for GEJ came in the 1945
Copa de la República, which was organized by AFA. The club won its first title in that same year, which was the
Liga Jujena. It won the next four regional league titles. Gimansia made its debut in the AFA Torneo Nacional versus
Boca Juniors at
La Bombonera, where they lost 3–1. The other participations in the tournament were in, 1973, 1975 (it reached 4th place), 1976, 1977, 1980, 1981 (it reached the quarter-final) and 1982. It also participated in the Cup of Honor and was champion 10 times. The team took part in the first edition of the B Nacional, the 1986–87 season, achieving promotion from the Torneo del Interior by beating rivals
Talleres de Perico on penalties after a 1–1 draw over 90 minutes. The manager was Vladem Lazaro Ruiz Quevedo, better known as "
Delem". However, the club was relegated in 1988 back into Torneo del Interior. Led by Salvador Ragusa, Gimnasia returned to the second division in 1993 and under Francisco Ferraro, they got another promotion in a row during the
1993–94 season, while winning the league title and returning to the top tier after a 12-year-absence. In the first season back, the club only finished one spot above the relegation zone.In the 1998 Clausura, the club finished in a record 4th place. They stayed in the top tier until the 1999–00 season, when the club was relegated to the B Nacional. They played 5 seasons in the second tier, alternating between good and bad campaigns. In the 2004 Apertura with Francisco Ferraro as head coach it finished fourth, and with
Roberto Carlos Mario Gomez in the Clausura 2005 GEJ finished first in the league and in the aggregate table as well, but in the promotion playoff with
Tiro Federal they lost, which meant they wouldn't become league champions and had to play another playoff. The second playoff was against powerhouse
Huracán, and Gimnasia narrowly won on aggregate 1–0 to achieve promotion into the top tier. In the Clausura 2006 Gimnasia had an excellent campaign and achieved another fourth place finish in a championship where it was the revelation club. Their top scorer in the first division was
Mario Humberto Lobo with 46 goals in the seasons from 1994 to 2000 and Hernán "Rifle" Castilian was the player with the most games played in the first division, with 145 games in the seasons from 1994 to 2000. Gimnasia played in Primera until the
2008–09 season, where it finished last in the aggregate table and was directly relegated. In the 2013–14 season, the club was almost relegated to the third division, the
Torneo Federal A, but were saved on the last matchday after having been in the relegation zone for almost the entire season. Gimnasia defeated
Aldosivi 3–1 with goals from
Facundo Callejo,
Matías Quiroga and
Milton Célizand, managing to bring itself out of the relegation zone and maintain its place in Nacional B, after the losses of
Almirante Brown and
Brown. ==Stadium==