The Native Americans living in this region at the time of the Lewis and Clark Expedition were the Northern Paiute, who fought with the Tenino and Wascos peoples. Peter Skene Ogden was the first European to explore this area when he led a fur brigade for the Hudson's Bay Company in 1826.

Harney County was carved out of the southern two-thirds of Grant County on February 25, 1889. A fierce political battle, with armed night riders who spirited county records from Harney to Burns, ended with Burns as the county seat in 1890. The Malheur River Indian Reservation was created by executive order on March 14, 1871 and the Northern Paiute Indians within the Oregon state boundaries were settled there. The remaining Paiutes number around two hundred individuals and live in a small community just outside Burns. They call themselves the Burns Paiute Tribe and support themselves by operating a small casino and renting out tribal lands to local ranchers.