Harrison County was formed in 1808. It was the first Indiana county formed by the Indiana Territory Legislature and not the Governor. Harrison County was named after William Henry Harrison, Indiana territorial governor and later ninth president of the U.S.

Among the first people in what is now Harrison County were Daniel Boone and Squire Boone. Squire Boone settled permanently in what is now Boone Township in 1806. He died in 1815 and is buried in a cave near his home, Squire Boone Caverns.

The first road was built in Harrison County in 1809 connecting Corydon with Mauckport on the Ohio River. A tow and ferry line was operated in Mauckport bringing settlers into the county from Kentucky. This road and ferry greatly expanded the county's economic viability and ease of access to the outside world which lead to a rapid settlement of the area.

On May 1, 1813 the territorial capital was moved to Corydon from Vincennes. After statehood Corydon served as the first state capital of Indiana from 1816 to 1825. Since then Corydon has been the county seat of Harrison County. In 1860 the first Harrison County fair was held in Corydon. The fair has been an annual event since then and is the longest continuously running fair in the state.

Morgan's Raid was a highly publicized incursion by Confederate cavalry into the Northern states of Indiana and Ohio during the American Civil War. General Morgan led his division into Corydon, where he paroled his demoralized prisoners and ransomed the town for cash and supplies.

The Battle of Corydon took place on July 9, 1863, just south of Corydon. The attack occurred during Morgan's Raid. The Battle of Corydon is the only battle of the Civil War that occurred in Indiana.