The International Order of the Rainbow for Girls was founded in McAlester, Oklahoma in 1922 by the Reverend W. Mark Sexson, a Christian minister, Past Grand Master, Free & Accepted Masons, and Past Grand Patron, Order of the Eastern Star in Oklahoma.

On April 6, 1922, the first class of 171 girls, from both Masonic and non-Masonically affiliated families, were initiated into the Order in a ceremony performed by the members of South McAlester Chapter No 149, OES, in the auditorium of the Scottish Rite Cathedral in McAlester, Oklahoma. Rainbow quickly spread, with assemblies instituted in Arkansas, Texas, Mississippi, and Washington before the end of 1922.

The Supreme Assembly was organized in McAlester, OK, in June 1922 as the governing body for the promotion of Rainbow. Each grand jurisdiction of the order is represented in the Supreme Assembly by and adult leader who serves as the Supreme Inspector or Deputy of their jurisdiction. The Supreme Assembly is convened every two years at various locations throughout the United States, and New York was extremely honored to host the Supreme Sessions for the first time in July 2000 in Buffalo, NY with over 2,200 attendees.