The earliest English settlers in the district were the Gyrwas, an East Anglian tribe, who early in the 6th century worked their way up the Great Ouse and the Cam as far as Huntingdon.
After their conquest of East Anglia in the latter half of the 9th century, Huntingdon became an important seat of the Danes, and the Danish origin of the shire is borne out by an entry in the Anglo-Saxon Chronicle referring to Huntingdon as a military centre to which the surrounding district owed allegiance, while the shire itself is mentioned in the Historia Eliensis in connection with events which took place before or shortly after the death of Edgar.
About 915 Edward the Elder wrested the fen-country from the Danes, repairing and fortifying Huntingdon, and a few years later the district was included in the earldom of East Anglia.
After the separation of the earldom from the crown of Scotland during the Bruce and Balliol disputes, it was conferred in 1336 on William Clinton; in 1377 on Guichard d'Angle; in 1387 on John Holland; in 1471 on Thomas Grey, afterwards marquess of Dorset; and in 1529 on George, Baron Hastings, whose descendants hold it at the present day.
Large estates were held by the church, and the rest of the county for the most part formed outlying portions of the fiefs of William's Norman favourites, including that of Count Eustace of Boulogne.
At the time of the Domesday Survey Huntingdonshire had an independent shrievalty, but from 1154 it was united with Cambridgeshire under one sheriff, until in 1637 the two counties were separated for six years, after which they were reunited and have remained so to the present day.
Norman Cross, on the Great North Road, marks the site of the place of confinement of several thousand French soldiers during the Napoleonic wars.