Vale retained the East of Scotland Qualifying Cup in 1919-20 and took part in the Scottish Cup proper for the first time, travelling to Hampden to play Queen's Park. Queen's were still one of the top sides in Scotland at the time and featured the legendary Alan Morton, who would go on to join Rangers and become known as 'The Wee Blue Devil'! Not surprisingly Vale's maiden voyage into the Scottish Cup ended with a 3-0 defeat.

Among the famous players from this time were; Hugh Aird, Ford Currie, Andrew Dickson, Jimsie Green, Wat Kerr, Bert Pearce, Jock Robson, Andrew Turner, George Turner, George Yellowlees and Willie Wilson. With such a good side it was inevitable that bigger sides would be interested and of these players, Ford Currie & Jock Robson went to Arsenal, Airdieonians took Hugh Aird & George Turner, while Bert Pearce played trials with Blackburn Rovers.

Up until this point, Vale had mainly drawn players from Innerleithen and Walkerburn, but transport links were improving and players were starting to move to and from other areas. Around this time Peebles Rovers were playing in the Scottish League 3rd Division and a number of players moved between the clubs, and players from Edinburgh started to feature in the Vale team.

Vale travelled to Brechin in the Scottish Cup in 1921, but the trip ended in disappointment as Vale went down 6-2. The following year Vale found themselves drawn at home against Morton in the Scottish Cup, a top division side at the time. The game was too big for Caddon Park to host, so was switched to Morton's ground were the game ended 0-4 in favour of the Renfrewshire side. 1922 was the year Vale won the King Cup for the first time, and also the year the club moved from Caddon Park to their present home in the enclosure at Victoria Park, leased from the town council.

The Eastern League was won in 1924-25 and the East of Scotland Qualifying Cup again in 1925. This was followed by a brief spell in Junior football, but a return was soon made to the Senior ranks.

The next Scottish Cup game was a long trip north to Peterhead where a 3-3 draw saw a replay back at Victoria Park, which Vale won 2-1. This set up an encounter with the now defunct Stirling side King's Park. In an explosive start King's Park striker Dyet charged the Vale keeper over the line (such things were legal in those days!) to put them ahead in the first minute, but straight from the restart Vale went up the park and equalised. King's Park eventually ran out 7-2 winners.