The village was first mentioned in early 15th century as Szenic. In 1526 Princess Anna founded the town of Janów at the site of Siennica. Two years later, a Catholic parish was established there. Notably, in 1564 the town returned to its old name according to census. In 1577 a new church was built with larch bales in place of an old one. A second church was constructed in 1693–1698, augmented by the construction of a monastery and church of Blessed Virgin Mary in 1749–1760. In 1864 the Russian imperial authorities liquidated the monastery (for more details see: Anti-Polish sentiment); nevertheless, two years later a theological college was founded there by the Catholics. In 1869 Siennica lost its civic rights by a Tsarist decree.
On 13 September 1939, Nazi German troops entered Siennica and burned it down. Following Operation Barbarossa they deported about 700 Jewish residents of town to extermination camps.
On 1 January 2024, Siennica regained its civic rights.