It was originally established as The Historical Quarterly in 1926 by Robert S. Cotterill, to supplement The Filson Club Publications, a series of monographs published by the club.
Other editors of the journal include Otto A. Rothert (1928–1945), Lucien Beckner (1946), Richard H. Hill (1947–1971), Robert E. McDowell, Jr. (1971–1975), Nelson L. Dawson (1975–?).
The journal was absorbed by Ohio Valley History, published by the Cincinnati Historical Society, in 2003.
In 2010, all articles were digitized and are now accessible through the Filson Club website.
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