[2] The county was organized December 29, 1836, and named by Alexander Doniphan to honor John Caldwell, who participated in George Rogers Clark's Native American Campaign of 1786 and was the second Lieutenant Governor of Kentucky.

The first white settler was Jesse Mann Sr., who settled one-half mile northeast of the public square of Kingston on Shoal Creek in 1831.

The Missouri General Assembly created Caldwell County in December 1836, with the understanding that it would be dedicated to Mormon settlers.

Mormon settlers moved further north into Daviess County, particularly at Adam-ondi-Ahman, after Smith proclaimed that it was the Biblical place where Adam and Eve were banished after leaving the Garden of Eden.

Caldwell County, along with the rest of the state of Missouri, is represented in the U.S. Senate by Josh Hawley (R-Columbia) and Roy Blunt (R-Strafford).

On the Democratic side, former Vice President Joe Biden (D-Delaware) both won statewide and carried Caldwell County by a wide margin.

Incumbent President Donald Trump (R-Florida) faced a primary challenge from former Massachusetts Governor Bill Weld, but won both Caldwell County and statewide by overwhelming margins.

Businessman Donald Trump (R-New York) narrowly won the state overall, as well as a plurality of the vote in Caldwell County.

On the Democratic side, former Secretary of State Hillary Clinton (D-New York) won statewide by a small margin, but lost Caldwell County to Senator Bernie Sanders (I-Vermont).

Senator Rick Santorum (R-Pennsylvania), who finished first in the state at large, but eventually lost the nomination to former Governor Mitt Romney (R-Massachusetts).

In 2008, the Missouri Republican Presidential Primary was closely contested, with Senator John McCain (R-Arizona) prevailing and eventually winning the nomination.

Then-Senator Hillary Clinton (D-New York) received more votes than any candidate from either party in Caldwell County during the 2008 presidential primary.

Despite initial reports that Clinton had won Missouri, Barack Obama (D-Illinois), also a Senator at the time, narrowly defeated her statewide and later became that year's Democratic nominee, going on to win the presidency.