Prior to the opening of the Cherokee Strip in 1893, Capron, Oklahoma was first known as "Warren", a small cattle station on the main line of the Santa Fe railroad.

Todd, and Congressman Dennis Flynn was appointed to select a name which the Santa Fe and Postal Service would accept.

Captain Capron was a member of Teddy Roosevelt's Rough Riders, and had been killed at the Battle of San Juan Hill.

The Santa Fe and U. S. Postal service accepted the name and so it stands today.

It had two banks; the Bank of Capron, and the Capron State Bank; three general stores; two drug stores; a hotel; depot; a millinery shop; theater; blacksmith; a weekly newspaper, The Capron Hustler; a monthly newspaper, The Screech Owl; two barber shops; hardware store; lumber yard; two churches, Warburton Memorial Methodist Church, and First Congregational Church; the Driftwood Telephone Company and Hampton's Foot Powder Factory.

A tornado struck Capron in the early morning of April 15, 1939, destroying the town's new public school building and its entire business section.

The tornado hit as a train was on its regular path through Capron, derailing several cars.

In 1894 a small but enterprising group of Driftwood Township citizens provided for the establishment of the first Capron Public Schools.

Today Capron has two large concrete grain elevators, a rural water district office, United Methodist Church, garage, filling station, and American Legion Post.

According to the United States Census Bureau, the town has a total area of 0.1 square miles (0.26 km2), all land.