Father Áureo de Castro of the St. Pious X Academy of Music and a group of music lovers founded the Macao Chamber Orchestra in 1983. In 1984, it was incorporated into the Cultural Affairs Bureau (formerly the Cultural Institute of Macao), and benefited from a succession of musical directors: Stuart Bonner (1983-1984), Doming Lam (1984-1989) and Veiga Jardim (1989-1995). After some thoroughgoing reforms in 1995, it became the only professional orchestra in Macao, under the baton of Yuan Fang (1995-2000). In 2001, the Cultural Affairs Bureau of the Macao Special Administrative Region Government expanded the chamber orchestra into a medium-sized orchestra with double winds; it was renamed the Macao Orchestra in 2002 and Shao En became its first Music Director and Principal Conductor. The arrival of young musicians from all over the world in 2003 marked a new chapter in the development of the Macao Orchestra.

For the past 20 years, the Orchestra has played an important role in the musical life of Macao by performing regularly for the public and in schools. Since 1989, the orchestra has gradually become Macao's pre-eminent musical ensemble, performing every year in the Macao International Music Festival (MIMF) and Macao Arts Festival (MAF). The Orchestra has introduced a broader repertoire, including both symphonic and choral-symphonic works, to the general public. In order to present both European and Chinese masterpieces in a systematic way, the Orchestra launched its first Concert Series in September 2003, taking Beethoven as the focus of its first concert season. Moreover, the orchestra regularly performs free chamber concerts in churches, with the aim of encouraging the pursuit of music among a broader public.

The Orchestra has worked with internationally renowned musicians and conductors including: John Lill, Boris Berezovsky, Tamás Vásáry, Nikolai Demidenko, Kun Woo Paik, Michel Dalberto, Lang Lang, Chen Hung Kuan, Joshua Bell, Antje Weithaas, Li Chuanyun, Xue Wei, Qian Zhou, Wang Jian, Li-Wei, Liao Changyong, Jacques Delacôte, Okko Kamu, Tomas Netopil, Lü Shao Chia, Muhai Tang, Lü Jia, Chen Xieyang, Yip Wing Sie, Hu Yongyan, Zhang guoyong, Yu Feng, Lam Bun Ching and Huang Anlun. In October 1997, the Orchestra was invited to perform two concerts at the 5th Chinese Arts Festival in Chengdu, Sichuan province. In June 1999, it toured Portugal and Spain, performing eight concerts in five different cities. In October and November of the same year, the Orchestra participated in the 2nd Beijing International Music Festival and the 1st Shanghai International Arts Festival, where its performances in the Beijing Concert Hall and the Shanghai Grand Theatre were very well received. From May 2005 onwards, the Orchestra has toured the Mainland for three times, performing ten concerts in major cities such as Beijing, Tainjin, Xi'an, Chongqing, Chengdu and Shanghai. These performances included one concert organized by the 7th Shanghai International Arts Festival that earned both critical and media acclaims.

The Orchestra also remains committed to music education, and performs campus concerts in both primary and secondary schools as well as in universities. In addition, the Orchestra has presented youth concerts such as "Journey into the World of Music", "Flourishing Art", and "Open Air Concert"; these concerts have been successful in encouraging Macao's youngsters to pursue music, and have confirmed the centrality of education in the overall goals of the Orchestra. They also demonstrate the valuable role played by the Cultural Affairs Bureau in the promotion of the arts in Macao.