Shelter House began in 1978 as a program of Woodland Centers, a non-profit mental health center serving West Central Minnesota. In 1995, the agency added Harmony Visitation Center which provides parenting time services. The agency also added domestic violence community advocacy programs for Kandiyohi, Renville, and Swift Counties, and the Criminal Justice Intervention Program. In 1999, Shelter House became an independent 501(c)(3) agency. That same year, domestic violence community advocacy programs were added for Chippewa, Lac qui Parle, and Meeker Counties.
In May 2005, after a successful capital campaign, the Shelter opened its doors to a 16 bed emergency shelter. Later that year, Shelter House added youth programming and began providing sexual assault victim advocacy services in Swift, Renville, and McLeod counties. In 2006, sexual assault victim advocacy services were added for Kandiyohi County.
In 2010, Shelter House officially changed its name to Safe Avenues to better reflect the services provided and the various avenues to safety.