The 1936–37 season began in spectacular fashion with Sligo winning their first 11 games and they clinched their first league title by beating Cork 4–3 with two games of the season remaining. Trainer and captain that year was Jimmy Surgeoner in his only season at the club. Top scorer was Englishman Harry Litherland whose record of 19 league goals that season was surpassed by Eoin Doyle in 2011 season scoring 20 league goals. The club also won the Dublin City Cup this year beating Dundalk in the final. Two years later, in 1939, the club reached their first FAI Cup final by beating Dundalk 2–1 in the semi-final. A crowd of 30,601 went to Dalymount Park to see Rovers take on Shelbourne in the final which ended in a 1–1 draw. The replay was held at Dalymount Park 10 days later on 3 May with 28,369 in attendance to see the Dublin side record a 1–0 victory thanks to an early goal. The club were also runners-up in the league that year finishing nine points behind winners Shamrock Rovers making it another good season for the club.