The Federal Territory Sports Council (MSWP) was established in 1979 under the National Sports Council Act 1971 (Act 29) which was originally known as the Kuala Lumpur Sports Council. The MSWP has been incorporated as a Federal Statutory Body with effect from 1 April 2012 in accordance with the Malaysian National Sports Council (Amendment) Order 2006. 

MSWP acts as the governing body that coordinates sports development in all three Federal Territories of Kuala Lumpur, Federal Territory of Labuan and Federal Territory of Putrajaya. MSWP is responsible for implementing sports development programs, sports facilities management, training programs, organizing and participating sports tournaments and being the secretariat for the Federal Territories Contingent to the Malaysia Games (SUKMA). 

MSWP serves as a coordinating body for core sports and sports options at the Malaysia Games (SUKMA), SEA Games, Commonwealth, Asian Games and Olympic Games. In addition, MSWP also assists in the development of grassroots sports through the implementation of programs on mass sports and paralympic sports.