The first stirrings of what later was to become the Cursillo Movement began on the Island of Majorca during World War II. The Spanish Civil War had ended in 1939, and the years after the Civil War were a time of ferment in the Spanish Church. Before the war, a pilgrimage to the shrine of St. James at Compostela had been planned. After being postponed several times by the disruption of war, it was finally rescheduled for 1948.

At first, the Cursillo's were just "little courses" (little course is the literal meaning of the Spanish word - Cursillo) which were given by the diocesan council of the young men's branch of Catholic Action. They were given to members of Catholic Action groups as a way of forming them so they could become effective apostles.

In 1959, the Cursillo spread throughout Texas and to Phoenix, Arizona. In August of that year the first national convention of spiritual directors was held, and Ultreya magazine began publication. In 1960, the growth of the Cursillo quickened in the Southwest, and weekends were held for the first time in the East in New York City and Lorain, Ohio.

Until 1961, all weekends were held in Spanish. That year the first English-speaking weekend was held in San Angelo, Texas. Also in 1961, first weekends were held in San Francisco, California; Gary, Indiana; Lansing, Michigan; and Gallup, New Mexico. By 1962, twenty-five more English-speaking weekends had been held.

Today, it is a worldwide movement with centres in nearly all South and Central American countries, the United States, Canada, Mexico, Portugal, Puerto Rico, Great Britain, Ireland, France, Germany, Austria, Italy, Yugoslavia, Australia, Japan, Korea, Taiwan, the Philippines, Sri Lanka and in several African countries.