The historical events of Sauze d'Oulx are linked to those of the nearby town of Oulx and the whole Val of Susa.

An area that first saw the passage of the Roman legions of Julius Caesar and then, in the following centuries, the raids of the Goths, the Lombards and the Burgundians. In 1343 the whole area that was part of the Dauphiné was ceded to the French monarchy and, with the Treaty of Utrecht of 1713, the Alta Valle di Susa was assigned to the kingdom of Savoy.

At the time of the battle of the Assietta (1747), in Sauze d'Oulx had been placed the headquarters of the French. Following the retreat, many of the fallen in arms were buried at Jouvenceaux, in a locality that since then assumed the name of Las Fossas. The body of the French General Charles Louis Arnaud Fouquet De Bellisle, was buried in the presbytery of the Church of Sauze, before being transferred to the homeland three years later.

In 1927, the name Sauze d'Oulx was "italianized" during the dictatorship of Mussolini and changed to Salice d'Ulzio. After the Second World War the town resumed its original name.

Around 1930, the life in Sauze d'Oulx was archaic and the agro-silvo-pastoral activity was the most widespread.