The name Heiligenbrunn stems from the German words Heilig (holy) and Brunnen (fountain or well), which refers to a nearby spring, the Ulrichsquelle, which has been an important pilgrimage destination in the region for centuries.

As an area lying directly on the former Iron Curtain, the town was a target destination for Hungarian migrants attempting to cross the border into Austria.

In November 1960, a group of three Hungarian boys attempted to flee to Hagensdorf im Burgenland when two of them were injured by land mines, one seriously.

In August 1962, a Hungarian citizen was injured by a land mine in the Luising area, before being admitted to hospital in Güssing.

The municipality is on the Hungarian border and is bounded by Vas County to the south and east, Moschendorf and Strem to the north, and Großmürbisch to the west.