The league, founded by Bob Russell and Hockeyworks International Ltd., opened its doors in early 2006, with a unique concept and approach to improving the standard of developing young hockey players within a Junior 'A' league format setting.

A Draft Showcase took place from May 5 until May 7, 2006 with players from Canada, United States, and Europe taking up residence at the Hockeyworks' World Hockey Centre near Shelburne, Ontario to take part in the league's first tryout camp.

As of the September 2006, it became clear that the league would operate its first season with seven teams. The original seven were the Bradford Rattlers, Deseronto Thunder, King Wild, Nipissing Alouettes, Richmond Hill Rams, South Muskoka Shield, and Toronto Canada Moose.

The league's first ever game took place on September 8, 2006 between the King Wild and the Richmond Hill Rams at 7:30 PM EST. The final result was a 6-0 victory for the Rams, despite being badly outshot by the Wild. The first goal in the league's history was scored by the Rams' Darren Archebald on the powerplay during the first period. Rams' goaltender Daniel Jones picked up the historical first victory, as well as the league's first shutout in history.

On November 15, 2006, the GMJHL announced its affiliation with the World Hockey Association and creation of the National Junior Hockey Alliance. The affiliation resulted in a national championship between the GMJHL playoff champion and the winner of the WHA Junior West Hockey League after the 2006-07 season. This agreement seems to have only managed to last one season, as the WHAJHL became apparently more erratic.

The first ever regular season of the GMJHL concluded on February 25, 2007 with the Bradford Rattlers leading the way as regular season champs with a record of 37 wins, 1 regulation loss, and 4 overtime losses. In the playoffs, the Rattlers beat the Deseronto Thunder in 6 games, and then the King Wild in 5 games to win the first ever Russell Cup as playoff champions.

In September 2007, the GMJHL started its second season with six new teams, the Douro Dukes, Elliot Lake Bobcats, Espanola Kings, Innisfil Lakers, Tamworth Cyclones, and Temiscaming Royals. The Deseronto Thunder ran into financial trouble after their first season and ownership of the team was transferred to the town. The team is now known as the Deseronto Storm.

On December 11, 2007, the GMJHL announced a seven game challenge series versus a Russian team known as the Moscow Selects. In late December and early January, the top seven teams of the GMJHL will compete against the Moscow Selects -- a mixture of top Top Junior talent from the City of Moscow. The Selects played seven games, against Bradford, Innisfil, Temiscaming, Elliot Lake, Richmond Hill, Deseronto, and South Muskoka, winning each game. In March 2008, the King Wild and Richmond Hill Rams played two games each against the Mexico national ice hockey team. The Wild won both their games, while the Rams lost both of theirs.

For the 2008-09 season, the GMJHL will adopt much of the National Collegiate Athletic Association's ice hockey rulebook. The GMJHL added the Minden Riverkings and the Oro-Medonte 77's to the mix, and the Dukes relocated to become the Brock Bucks. At the same time, the Quebec-based Temiscaming Royals walked away from the league to join the Northern Ontario Junior Hockey League, but were replaced within weeks by the Ville-Marie Dragons.

In December 2008 and January 2009, eight teams of the GMHL hosted Kazakhstan's Under-18 Torpedo UST-Kamenogorsk squad. Victorious were the Elliot Lake Bobcats (twice), South Muskoka Shield, King Wild, Bradford Rattlers, Innisfil Lakers, and a Nipissing/Ville-Marie Combine squad. The only loss for a GMHL team happened to the Toronto Canada Moose.