There are no known records of the Society's history prior to the Second World War, although it is said to have been founded in the mid to late nineteenth century. It was also said to have closed down during the First World War. During the Second World War it was kept going with a handful of enthusiasts under the direction of a Mrs Alfred Jackson, a local cellist.

After his demobilisation around 1946, the orchestra came under the direction of Frank Salter, a native of Abergavenny, who had studied at the Royal Academy of Music before the war. While there he studied under Sir Henry Wood, who was a visiting professor. Frank's period with the orchestra was very successful. He built it up to Symphonic level and included professional musicians in its concerts. During that period it was led by Dorothy Wood and performed in many local venues such as the Abergavenny Town Hall, the Angel Hotel and many local churches. During the 50s the orchestra competed in the Cheltenham Festival and the National Eisteddfod, winning classes in both. It also performed with several local choral societies. Several photographs from this period have been provided to us by Abergavenny Museum.

During the 60s and 70s, the orchestra was augmented on many occasions by members of Mansel Thomas' family, notably his wife Megan, daughter Sian and granddaughters Sarah and Joanna Cobb who also played solos with the orchestra on violin and cello respectively. Mansel Thomas was well known as a composer (writing for the Investiture in 1969) and as Head of Music, BBC Wales before he retired to Abergavenny in 1965. On several occasions he conducted the orchestra himself and was President of the Society from 1974 to 1986.

The Society saw periods of low membership during the 60s and 70s, although concerts were performed in new venues such as Abergavenny Leisure Centre and Pen-y-Fal hospital, until Emlyn Watkins, who was well known as the conductor of the Brynmawr Choral Society, took over. Before his untimely death in 1983, Emlyn revived the Society, a trend which was continued by Michael Eveleigh after his appointment in 1984.

The orchestra soon outgrew the available space in earlier concert venues and began performing in Our Lady & St Michael's Church, Abergavenny

Mike retired from the Society at the end of 2000 at the age of 76 and after trialling several excellent candidates, the Society appointed Brian Weir as Conductor. Brian extended the repertoire to include more unusual and challenging works such as a Marimba Concerto by Brazilian composer Ney Rosauro, bringing in young soloists from the Royal Welsh College of Music and Drama, as well as principals from the two professional orchestras in Cardiff. He also resumed the practice of staging summer concerts, at first in the Angel Hotel and latterly full scale concerts in the church.

In 2012, having recently married and expecting his first child, Brian handed over the reins to Eugene Monteith, already popular with the orchestra as a guest conductor. Eugene went on to conduct what was perhaps the orchestra's most ambitious program to date, a performance in Brecon Cathedral of Beethoven's 9th symphony in conjunction with Crickhowell Choral Society. He left in 2014 when his professional commitments and increasing work in Ireland meant he was no longer able to continue his role with ASO.

After a short period with guest conductors, the Society appointed Dennis Simons, a professional violinist and conductor with extensive experience in the UK and North America.