In the Spring of 2005, the ladies of Zeta Psi Pi local multicultural sorority were approached by the Director of Greek Affairs at the University of New Mexico about the opportunity to be part of a national organization.

After researching various organizations, Founding Sisters Amanda Figueroa-Gonzales and Michelle Moya presented Theta Nu Xi Multicultural Sorority, Inc. to the ladies of Zeta Psi Pi. These women were fascinated by the beauty, scholarship, tenets, and diversity held by the Women of Theta Nu Xi. During that presentation, a unanimous decision was made to contact Theta Nu Xi about expansion to UNM.

At the first interest meeting, the ladies of Zeta Psi Pi were joined by Founding Sister Margarita Avitia to discuss the possibility of bringing Theta Nu Xi onto UNM's campus. On May 2nd, 2005, the "Quintessential Destiny" line was created, and the Precious Psi Colony was founded. On February 26, 2006, the Precious Psi colony became an official chapter at UNM. ​