The town was named based on the local legend of a beekeeper who saw a unicorn in the area, which was at the time a royal hunting preserve.

According to the legend, Prince Janusz III Mazowiecki ordered the building of a hunting lodge on the spot, which he named Jednorożec, meaning "unicorn.

The area now known as Jednorożec was part of a royal estate in the Kurpie forest, and contained no permanent residents in the second half of the 16th century, only meadows and small huts of beekeepers.

A newly built school was funded and established in 1817, and the teacher, John Krajewski, received 300 złoty a year, plus contributions.

The village prospered well until the middle of the 19th century when natural disasters (drought, fire, hailstones) and resultant soil depletion caused an economic crisis.

Severe economic hardship continued through the end of the 19th century, causing many of the townspeople to emigrate to the United States or to seek seasonal work in Prussia.

When World War I occurred, inhabitants of Jednorożec and nearby towns in the gmina were displaced and in turmoil in November and December 1914 when Germans and Russians fought fierce battles near Przasnysz.

As a result of heavy fighting on 24 February Przasnysz was captured, but soon the Russians went into a counteroffensive, but were not able to oust the Germans from the area.

A Polish resistance group, called "Polish Military Organisation" (Polska Organizacja Wojskowa) was formed during the war and included a number of the village's residents, including Franciszek Berk, Stanisław Kardaś, Władysław Mordwa, Jan Sobieraj, Antoni Wilga and Józef Wilga.

When, in August 1915 residents began returning to Jednorożec, which was now under German occupation until 1918, there were only three remaining buildings: the parsonage, a house and a granary.

As a measure of permanence of the population, in June 2001 a festival was held to celebrate the 300th anniversary of some of the town's families whose Jednorożec roots were traced back to 1701.

Family surnames of those born in Jednorożec during the period 1700 to 1890 include:[2] Antosiak, Bakula, Berk, Bilek, Bitkiem, Blaszkiewicz, Bolinski, Cesarz, Chudzik, Deptula, Duda, Dybinski, Forman, Frontczak, Giardow, Godlewski, Grabowski, Gwiazda, Jozwik, Kardas, Kiec, Kieszczyk, Krajewski, Krawczyk, Krulak, Kuligowski, Kulpan, Kuta, Maka, Maluchnik, Matusiak, Matwicki, Merchel, Mordwa, Mortwionek, Nowotka, Nowotkow, Obrebski, Olender, Opalach, Orzol, Ososki, Pazdrag, Piorkowski, Piotrak, Podym, Pogorzelski, Prusik, Przybylek, Przybytek, Renof, Rykoski, Sasin, Sedrowski, Sidwa, Sierpienski, Sobieraj, Sobiski, Sopech, Stancel, Stefaniak, Suchowiecki, Symolon, Szczepanik, Szewczyk, Szlaga, Sztambor, Wilga, Wroblow, Zaleski, Zokewski, Zygmunt.