The company confirmed the change and also explained it will go further by emailing all existing customers, asking them if they would like the filter to be switched on.
Lyssa McGowan, Sky's brand director for communications products, said: "We believe that this 'default on' approach will mean much greater use of home filters and ensure a safer internet experience for millions of homes.
"It came about as we looked for the best way to meet the Prime Minister's objective of providing more protection for children when they use the internet."
The change has come about after David Cameron called on the internet service providers to take action.
Responding to the development, CARE CEO Nola Leach said: "This decision by Sky is a welcome step in the right direction.
"As the company's own figures show, the voluntary system of self-regulation is just not strong enough to ensure proper protection.
"Sky has clearly recognised the urgent need to provide more adequate protection for children online to prevent needless exposure to graphic adult content.
"The fact remains however that default-on filters for all new customers still falls short of what is really required.
"For some time now CARE has been campaigning for a statutory requirement for all internet service providers to provide default on filters with robust age-verification to make sure only adults who can prove they are over 18 can turn the filters off.
"The government have made a manifesto commitment to improve the protection of children online and it is vital in the New Year they keep their promise and take action."
Ofcom figures obtained earlier this year showed Sky customers were the most active when it came to using content filters, with more than 30% leaving content filters switched on, while none of its rivals - BT, Virgin Media and TalkTalk - had reached 15%.
Sky added that 62% of the customers it had sent the "unavoidable decision" email had kept some form of parental control turned on.