A short stretch of the lower end winds through southeastern South Australia before returning to Victoria to enter Discovery Bay at Nelson.

The river was named after Colonial Secretary Baron Glenelg, Charles Grant, by Major Thomas Mitchell in August 1836.

Major Thomas Mitchell was the first European to visit and cross the river in August 1836, noting its width and its suitability for boating, naming it for Colonial Secretary Baron Glenelg, Charles Grant.

Addison and Murray from Van Diemen's Land set up the sheep run Dunrobin in January, 1840 after which more than half a dozen squatters others followed, and by the end of the year, many properties had river frontages and the population grew gradually thereafter.

The Chetwynd River, draining the region north of Casterton and Coleraine, joins the Glenelg east of Burke Bridge.

From its highest point, the Glenelg River descends 760 metres (2,490 ft), joined by thirty–two named tributaries over its 350-kilometre (220 mi) course.

Starting in Dartmoor, there is a stretch of flat water approximately 75 kilometres long, eventually ending in Nelson.

[24] Populations of a local fish known as the tupong (Pseudaphritis urvillii) started to recover in the 2010s, after the health of the river had been significantly improved after more than a century of environmental degradation caused by the introduction of agriculture.

Two Australian grayling were observed in early 2021, the first recorded sighting since 1899, and scientists are hopeful that they will make a similar comeback.