The first reference to Rhenia dates back 7000 years ago when the island was inhabited. Despite the fact that Rhenia is much larger than its sister island of Delos, it was overshadowed by it.

In 530BC the tyrant Polycrates of Samos island, conquered Rhenia and dedicated it to the temple of the God Apollo, which stood on Delos Island.

During the Peloponesian war, Athenians then chose Delos to be a sacred land, thus performing a "catharsis" or purfication. This meant that no births or deaths were allowed on the island that was now considered Holy. All the graves were opened and bodies were exhumed in order to be transfered to Rhenia and to be placed in a huge burial hole which had been especially dug out. Furthermore, seriously ill people were also moved to an infirmary constructed on Rhenia as not to pass away on Delos. Rhenia had become a "Necropolis".

In 1900 this mass grave was discovered and the ancient human bones are now exhibited in a museum on Mykonos island.

Today, the only occupants of Rhenia are the guards of the ancient ruins of Delos, goats and maybe an occasional donkey.