In 2002, recognising a gap in the Scottish market for a quality independent specialist roofing materials supplier, Caledonian's first branch was opened in Brechin, Angus. The business opened a second branch in Livingston in 2004.
Caledonian was acquired by the Cupa Group in March 2007. It subsequently merged with Burton Roofing Merchants, the largest independent roofing merchant in the UK, to form the Cupa Burton Group.