The club was established in 1946 during the post-
Second World War football boom, as many in the area felt it an anomaly that the area which proudly boasted
the English National Stadium did not have its own senior football team. It was formed from two local Junior clubs: Sudbury Rangers and Sudbury Ratepayers. As a result of their efforts, the club took the motto "A Posse Ad Esse" ("From Possibility To Reality"). Vale Farm's record attendance was recorded in 1952 when 2,654 attended a derby game with local rivals
Wealdstone. In the 1955–56 season, they finished as runners up in the league. That competition merged with the
Athenian League in 1963 and became the First Division where the club remained until gaining promotion to the Premier Division in 1968.
Malcolm Allison's first job in football management was with Wembley but most of his reign unfortunately coincided with the Big Freeze of 1962–63 so his impact was minimal. 1967–68 saw Wembley's best ever FA Amateur Cup run as they reached the 2nd round proper. The club in the 1972–73 season finished bottom of the Premier division but were saved from relegation when a lot of clubs left the Athenian league to join the Isthmian League, with this loss the Athenian League had to restructure into Divisions One and Two, and Wembley remained in the top division. However they were elevated to the Isthmian league at the end of the 1974–75 season. Wembley reached both finals again the following season but lost both. The Middlesex Senior Charity Cup Final, was played at
Wembley Stadium in front of almost 5,000 supporters but the Lions lost 3–0 to Hendon. They had however beaten
Football League side
Brentford at
Griffin Park in the semi-final coming from 0–1 down to win 2–1. It is the only time (thus far) in Wembley's history that they have beaten Football League opposition in a competitive match. The 1990s saw two excellent FA Cup runs, reaching the 4th qualifying round in 1992–93 before eventually going out to Nuneaton Borough after three replays (including one played in front of over 2,000 people) and the 3rd qualifying round in 1994–95 – beating
Welling United – then of the
Conference – 4–1 away from home. In a strange coincidence this season also saw Wembley's best ever
FA Trophy, reaching the 2nd round proper before losing 0–2 to Conference side
Northwich Victoria at Vale Farm. The club though bounced straight back up to division one in the 1996–97 campaign, and almost topped this off with another Middlesex Charity Cup win but lost 0–1 to local rivals
Edgware Town. The club then spent the next three seasons in Division two, when as part of the re-organisation for the 2002–03 campaign of the Isthmian League, all Division two clubs were elevated to the regionalised Division ones and Wembley were put in Division one North. The final was played at Farnborough Town FC's Cherrywood Road ground. In the 2011–12 season, their
FA Cup extra preliminary-round tie against
Ascot United, was shown exclusively via a stream from
Facebook; funded by the FA Cup's new sponsors, multinational brewing company
Budweiser (Anheuser-Busch), it was the first broadcast of its kind anywhere in sport. Wembley won the match 2–1, with second-half goals from Chris Korten and Roy Byron, securing the win for The Lions in front of a record attendance of 1,149 at Ascot's Racecourse ground. The sponsorship deal included a clubhouse upgrade and provision of a team minibus. Other initiatives include the implementation of a new responsible drinking programme as well as promotion of the club in the wider Wembley community. On 28 March 2012, it was confirmed that
Terry Venables would join the club in a technical advisor capacity. On 21 June 2012 it was announced the club had recruited former internationals
Ray Parlour,
Martin Keown,
Graeme Le Saux,
Claudio Caniggia and
Brian McBride to play in their FA Cup campaign that season, none of whom made a competitive appearance for the club. The north London side also hired
David Seaman as goalkeeping coach.
Ugo Ehiogu was drafted in later for the preliminary qualifying game against
Uxbridge, but could not prevent Wembley from being knocked out. At the end of the
2020–21 season the club were transferred to the Premier Division North of the
Combined Counties League. ==Ground==