Challenge has its roots in the Cursillo Movement. Cursillo was founded by a group of young Catholic laymen (under the name Cursillos of Conquest) who were themselves almost all under 25 years of age when they held the first Cursillo in Mallorca, Spain in 1944. In trying to make the movement more appealing for adults, they began to modify the talks and weekend dynamics to suit. The Cursillos de Christiandad (which, translated, means "short lectures on Christian Living") spread throughout the 50's with the first Spanish-speaking weekend in North America being held in 1957. The first English-speaking Cursillo was held in Texas in 1961.

Once again, in the mid-60's, people in North America began to experiment with weekends of Christian Living for Catholic teenagers using various adaptations of the Cursillo method. The programs have different names and different aspects, but basically follow the same pattern. Some of the names are: Search, COR, and Teens Encounter Christ (TEC). In Detroit they decided to call their retreat weekends "The Challenge" and that is where Ottawa, and various others, took their name from.

The emphasis in the Challenge Weekend is a youth-to-youth approach, a live-in weekend environment, a group discussion format and a team approach. The focus of Challenge, as in Cursillo, is on the post-weekend support. Through Ultreyas ("meeting place") and other Challenge and Cursillo gatherings, the community provides support for those trying to live as Christians.

The Ottawa Movement

In Ottawa, the first Cursillo was held in 1966 and the first Challenge in 1967. As of November 2015, there have been 164 Challenge Weekends. (In November of 1984, the Challenge Movement went co-ed, adding together the 42 Boy's and 48 Girl's Weekends.)

The English Cursillo Community sponsored and started up a French Cursillo Community in 1975 and also assisted to form an Anglican Community in 1981. The Challenge Community served as well to hold the first Anglican Challenge in January 1981, and in October of 1998 helped to hold the first Montreal Challenge Weekend.