The winch challenge style of 4x4 competition was brought to New Zealand from Australia in 2000 by the publisher of the NZ 4WD and Sport Vehicle magazine. The first event was set up at Lahar Farm in Horopito with the help of an experienced team of Australian winch challenge competitors and organisers.

The NZ 4WD magazine provided logistics and funding with the Auckland 4WD Club being the “host” club providing manpower and tying the event into the New Zealand Four Wheel Drive Association (NZFWDA).

In 2002 the Auckland Four Wheel Drive Club took over and with sponsorship from Denny's Restaurants ran the 'Denny's Restaurants 4x4 Challenge' in the Auckland region in 2002 and again in 2003.

The continued involvement was not favoured by all club members and the increased financial turnover required GST registration, so a new club was set up by those with a strong interest. '4x4 Challenges NZ' was incorporated in June 2004 and is a GST registered organization established to run and assist with the running of winch challenge events throughout New Zealand.

4x4 Challenges ran the '2004 Denny's Restaurants 4x4 Challenge' but for 2005 & 2006 experimented by having a private organization, Warlord Autosports, manage the event. Warlord Autosports have since relinquished management involvement.

During 2004 4x4 Challenges provided a “mini” challenge at the V8 Supercars meeting at Pukekohe.