Baljennie is an unincorporated community in Glenside Rural Municipality No.

[6] Baljennie was named by an early resident, Stephen ('Sandy') Warden,[7] after his daughter Jean, and was originally spelt Baljeanie.

[8] Warden, a former officer of the North-West Mounted Police, had established a ranch in the area in the early 1880s, which subsequently became a staging post for mail coaches travelling between Saskatoon and Battleford.

[9] The Canadian Pacific Railway extended its line northward from Asquith to Baljennie in 1931.

[9] The community's last business closed in 1991, and its derelict Anglican church was destroyed by fire three years later.