Type fossil of temnospondyl amphibian Trematosaurus brauni was found in the Late Olenekian (Lower Triassic) deposits of Merkel's Quarry, near Bernburg.

In the Early Middle Ages, the Saale river marked the border between the German stem duchies in the west and the lands of the Polabian Slavs in the east.

The present-day borough of Waldau (which became part of Bernburg in 1871) was first mentioned in a 782 deed and again in 806 as Waladala in the chronicles of Moissac Abbey; the village church dedicated to St Stephen first appeared in 964, the nowadays building dates from around 1150.

According to the Annalista Saxo, Berneburch Castle, then a possession of the Ascanian prince Albert the Bear, was set on fire by his enemies in 1138.

In the Nazi era during World War II, a wing of the town's mental hospital was used for the so-called T-4 Euthanasia Programme.