[2] The county is named after Mississippi Senator and Confederate President Jefferson Davis.

The genesis of the county occurred on March 31, 1906, when a Mississippi state legislative act authorized the new country's boundaries.

In 1933, the county was the first in Mississippi to issue a prohibition on alcohol after the repeal of the Eighteenth Amendment to the United States Constitution.

Typical of a majority-black county in Mississippi, Jefferson Davis leans Democratic and last voted Republican in 1984.

Jefferson Davis County Courthouse in Prentiss is listed on the National Register of Historic Places.