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International de Madrid was founded in 2002 by a group of businesspersons. The idea of creating the club came to Stephen Kenneth Newman, co-owner of the real estate services consulting company. In its first season, the club joined the Tercera Regional (eighth tier), and played its home games at Orcasitas, Madrid. Internacional finished its first season being promoted after winning all the games played, scoring 187 goals and conceding only 25.
In 2003, the club took the place of Sporting Getafe CF, relegated from the fifth tier, and played in Primera Regional (sixth division). It achieved a second consecutive promotion in its second season, again leading its group, with 128 goals for and only 17 against.
Internacional de Madrid continued the following seasons playing in Regional Preferente, 5th tier. In 2010 they achieved for the first time the promotion to Tercera División by finishing as runners-up of their group.
In 2016, Internacional moved from Moraleja de Enmedio to Boadilla del Monte.
Internacional won the Madrid group in the 2017–18 Tercera División and gained promotion to Segunda División B for the first time with a 1–1 aggregate away goals victory over CD Tenerife B in the playoffs. Before the start of the 2018-19 season Marcos Jiménez became the club's head coach. In its first season in the Segunda División B the club finished 14th and remained its place in this category.
On June 30, 2020, DUX Gaming, a Spanish eSports club, announced the co-ownership of the club. The club also announced the renaming of the team to DUX Internacional de Madrid. At the same time, the club moved their headquarters to Villaviciosa de Odón.