In 1979 Russell Sipe left the Southern Baptist Convention ministry. A fan of computer games, he realized in spring 1981 there was no magazine dedicated to computer games. Although Sipe had no publishing experience, he formed Golden Empire Publications in June and found investors. He chose the name of Computer Gaming World (CGW) instead of alternatives such as Computer Games or Kilobaud Warrior because he hoped that the magazine would both review games and serve as a trade publication for the industry. The first issue appeared in November, at about the same as rivals Electronic Games and Softline. (Sipe's religious background led to "Psalm 9:1-2" appearing in each issue. His successor as editor, Johnny L. Wilson, was an evangelical Christian minister.)
The first issues of Computer Gaming World were published from Anaheim, California, and sold for $2.75 individually or $11 for a year's subscription of six issues. These early bi-monthly issues were typically 40-50 pages in length, written in a newsletter style, including submissions by game designers such as Joel Billings (SSI), Dan Bunten (Ozark Software), and Chris Crawford. As well, early covers were not always directly related to the magazine's contents, but rather featured work by artist Tim Finkas. In January/February 1986 CGW increased its publication cycle to nine times a year, and the editorial staff included popular writers such as Scorpia, Charles Ardai, and M. Evan Brooks.
CGW survived the video game crash of 1983, which badly hurt the market; by summer 1985 it was the only survivor of 18 color magazines covering computer games in 1983. In autumn 1987 CGW introduced a quarterly newsletter called Computer Game Forum (CGF), which was published during the off-months of CGW. The newsletter never became popular; only two issues were published before it was cancelled. Some of CGF's content became part of CGW, which became a monthly.
The magazine went through significant expansion starting in 1991, with growing page counts reaching 196 pages by its 100th issue, in November 1992. During that same year, Johnny Wilson (who started as a contributor in 1983), became editor-in-chief, although Sipe remained as Publisher. In 1993, Sipe sold the magazine to Ziff Davis—by then the magazine was so thick that a reader reported that the December issue's bulk slowed a thief who had stolen a shopping bag containing it—but continued on as Publisher until 1995. The magazine kept growing through the 1990s, with the December 1997 issue weighing in at 500 pages. In January 1999, Wilson left the magazine and George Jones became editor-in-chief, at a time when print magazines were struggling with the growing popularity of the Internet. Jones had been the editor-in-chief of CNET Gamecenter, and had before that been a staffer at Computer Gaming World between 1994 and 1996. He was replaced by Jeff Green in 2002.
On August 2, 2006, Ziff Davis and Microsoft jointly announced that Computer Gaming World would be replaced with Games for Windows: The Official Magazine. The final CGW-labeled issue was November 2006, for a total of 268 published editions.
Simultaneously with the release of the final CGW issue, Ziff Davis announced the availability of the CGW Archive. The Archive features complete copies of the first 100 issues of CGW, as well as the 2 CGF issues, for a total of 7438 pages covering 11 years of gaming. The Archive was created by Stephane Racle, of the Computer Gaming World Museum, and is available in PDF format. Every issue was processed through Optical Character Recognition, which enabled the creation of a 3+ million word master index. Although Ziff Davis has taken its CGW Archive site offline, the magazines can be downloaded from the Computer Gaming World Museum.
On April 8, 2008, 1UP Network announced the print edition of Games for Windows: The Official Magazine had ceased, and that all content would be moved online.