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Sigma Nu was founded by three cadets at the Virginia Military Institute in the Reconstruction period. Sigma Nu represented a radical departure from the times, and established itself in a rebellion to hazing. The system of physical abuse and hazing of underclassmen at VMI led to James Frank Hopkins, Greenfield Quarles, and James McIlvaine Riley to form the "Legion of Honor."

Their efforts climaxed on a moonlit October night in 1869, when the three met at a limestone outcropping on the edge of the VMI parade ground. Hopkins, Quarles and Riley clasped hands on the Bible and gave their solemn pledge to form a brotherhood of a new society they called the Legion of Honor. The Honor system at VMI required each cadet to conform to the duty imposed by his conscience that each act be governed by a high sense of Honor, and in according with the creed of Sigma Nu.

The Epsilon Lambda chapter of Sigma Nu proudly supports the Angel's Hands Foundation. Founded in 2001, this foundation aids to help Utah families with children who are diagnosed with rare disease and try to alleviate the daily struggles that these families face. They assist families with medical expenses and give educational support for these families, as well as providing social outings for these families. Some of these activities include private pool parties, trips to the circus or zoo, and other various activities.

- Maintain a 2.5 GPA and be enrolled in at least 12 credit hours every semester.