PGNx Media was founded in January of 2002 by Jose Liz as PGNx, which stood for Pro Games Network. The website was quickly renamed PGNx Network with the letters "PGNx" no longer standing for anything. It was founded to become a host for smaller gaming websites after Jose's troubled experience with former networks. Although the name didn't change for over a year, no additional websites were added to PGNx Network. Eventually, this planned was scrapped and the site was renamed PGNx Media.

PGNx Media originally covered the PlayStation 2, Xbox, and GameCube. As its popularity increased and additional editors joined the staff, the website expanded its focus to include PC games and GBA. Since that time, the website has covered new videogame platforms as they have been released. There are currently designated pages for the Nintendo DS, PSP, N-Gage, and Xbox 360. In addition, pages can be found for the PlayStation 3, and Wii, which are expected to be released this November.

PGNx Media has gained success by providing reviews for the highest-profile games as soon as they are released. The website had reviews for games such as Doom 3, before reviews could be found on larger websites such as GameSpot and IGN. Occasionally, a front page story will boast of an exclusive review for the wbesite. The website had a long-running sponsorship deal with Alienware. There were numerous Alienware advertisements on the page and PC games were noted to be running on Alienware technology. This designation no longer appears on current PC game reviews.