The forties and fifties were fabulous for Sporting. During those 20 years, the Club filled its trophy cabinets with no less than ten National Football Championships and four Portuguese Cups. Between the 1946-47 season and the 1953/54 season, Sporting won seven of the eight championships that were contested, winning three consecutive, and later four, championships - only missing out in the 1949-50 season. These seasons were also known as the years of the 'Five Violins', in homage to the teams of that age that were famous figures on both the national and international stages and that will forever be remembered by history. The name ‘Five Violins’ was first coined by the journalist and coach Tavares da Silva, when he used it to refer to a five man attacking line-up consisting of Jesus Correia, Vasques, Peyroteo, Travassos and Albano. Those players, along with their colleagues, were compared to an orchestra for their collective spirit while on the pitch. In the 1946/47 season, Sporting scored an amazing 123 goals in one season of 26 games (almost five goals a game); with Peyroteo netting 43 goals in 19 games (an average of 2.26 goals per game); setting team and individual records that are virtually unbeatable.

These years were so impressive, in both Portugal and beyond, that Sporting was invited to take part in the first edition of the European Club Champion's Cup in 1955-56. It was a shame that UEFA had not launched the Cup in the previous year, as it was in fact Sporting that had effectively inaugurated the competition with a game against Partizan Belgrade (3-3) in the national stadium a year earlier. The honour of scoring the first goal in what is now the most prestigious, multimillion Euro, competition in club football will forever remain with Sporting player João Martins.

The four consecutive titles won by sporting, which was the first time a Portuguese club had achieved such a feat, began in 1950-51 with the following players: Mário Wilson, Juca, Jesus Correia, Manuel Passos, Juvenal, Vasques, Galileu, Veríssimo, Travassos, Martins, Tormenta, Carlos Gomes, Leandro, Caldeira, Barros, Canário, José Travassos, César Nascimento, Anacleto, Manuel Marques, Pacheco Nobre, Mateus and Pacheco. The coach at the time was Brit Randolph Galloway, who had Fernando Vaz as his assistant.

In 1955, José Travassos became the first Portuguese player to be invited to play for the European XI. He played in Belfast in a game against Great Britain, putting in a performance that was referenced by the international media; giving him the immortalised name of ‘Zé da Europa’.

In athletics, Sporting began its unequalled collection of National Track championships in 1941. The Club's athletics department, which is still in rampant form to this day, claimed 12 titled between 1940 and 1960. In cross-country, Sporting claimed 10 titles during the same period.

By this time, the world famous Sporting academy had already carved its place into the pages of history: Winning the first National Junior Championship, held in 1938/39 with the last running of the competition being held in 1960. Sporting would repeat this feat in 45/46, 47/48 and 55/56.

Francisco Inácio claimed the Tour of Portugal in 1941; however the amount of national track and road titles that he won reaches well beyond this.

In 1945, Sporting founded the first swimming school in Portugal, the "country of sailors", where people, still, however, where poor swimmers. Sporting was already the most pioneering club in the field of nautical sports however, claiming victories in water polo in the twenties.

In 1941 Sporting won its first of what would be come many titles in handball, with a victory in the Regional Championships of the variant of the game using 11 players (that existed at the time and was played on football fields). The series of 18 national victories that Sporting claims began in 1951/52: A Collection of championships that is unrivalled.

In the fifties, aside from the major titles won by Sporting, victories where also claimed in the sports of pool, shooting, table tennis, badminton and motor racing. Sporting also claimed its two first national championships in volleyball (53/54 and 55/56) and its first national basketball championship in 1956. Sporting would go on to win seven titles in basketball until the sport was no longer played at competitive level by the Club. In volleyball, which is also no longer played by the Club, Sporting claimed four more titles up until 1993/94.

In 1956, on the 10th of June, Sporting inaugurated Estádio José Alvalade (José Alvalade stadium): an achievement that was testament to the great level of vitality of the club. The dynamic ability and capacity of the club to undertake such a project was an affirmation of the sacrifices of the associates that made the constructing of such a magnificent stadium possible. Sporting had initially returned to its origins in returning to the Estádio do Lumiar in 1937: Which had been rented out, in very good condition, until its renovation in 1947. This stadium had been the home of the infamous teams of the "Five violins", however the stadium was quickly becoming inadequate as Sporting approached its first half-century of life and the necessity of constructing a new stadium was becoming apparent. This necessity was complimented with the construction of a new stadium, based largely on the site of the old stadium. The stadium was baptised with the name of the founder that had always occupied himself with the quality of the facilities of Sporting: José Alvalade. This name had in fact already been adopted before the construction of the new stadium, with the renovation of Estádio do Lumiar in 1947. The member holding membership number 1 of Sporting at the time of the inauguration of the new grandiose stadium was José Maria Gavazzo: One of the founders of the Club and one of the original young holidaymakers in Belas in 1902.

Later, in 1983, under the supervision of the president João Rocha, the ambition of many Sporting fans was realised with the "closing" of the stadium for the construction of a new seated terrace, that replaced the old standing terrace on the stadium's precinct.

On the 6th of June 1960, Sporting was declared an institute of public utility.

Manuel Faria, a patron of great prestige, predecessor of Manuel de Oliveira, Carlos Lopes, Fernando Mamede and of the Castro brothers, won the famous race of São Silvestre de São Paulo in 1957 and 1958 which was, until then, the best achievement in Sporting athletics history; along with the 4th place of Alvaro Dias in the long jump at the European Championships.