The town was listed as Chenebaltone and Kenebaltone in the Domesday Book of 1086 in the Hundred of Leightonstone in Huntingdonshire.

Many members of the Montagu family (Earls and Dukes of Manchester of Kimbolton) are buried at St Andrew's.

Originally, the road travelled directly through the outskirts of the town, nearer to the River Kym to the north.

[8] In the centre of the town is Kimbolton Castle which now forms the main building of Kimbolton School (an independent day and boarding secondary school), but its predecessor on the same site was once home and prison to Catherine of Aragon after her divorce from Henry VIII.

At Westminster, Kimbolton is in the parliamentary constituency of Huntingdon,[10] and since 2024 has been represented in the House of Commons by Ben Obese-Jecty (Conservative).

In 1200, a prominent local landowner, Geoffrey Fitz Peter, Earl of Essex and Chief Justice to King John, who constructed the first castle on the present site, received a Royal charter to hold a fair in Kimbolton on St Andrew's Eve (and the two days hence), as well as a weekly market on Fridays.

Robert Kater Vinter in the 1881 Kimbolton School magazine described the "wretched mixture" of revellers travelling from neighbouring villages to drink, smoke and partake in all the fun of the fair - including a coconut shy, wooden carousel and an exhibition booth featuring real life Zulus.

The continuation of the fair (despite the chaos which formerly ensued when this meant partial closure of a trunk road) and the plaque marking the site of the former market cross are claimed by some as evidence that Kimbolton is a town, as opposed to a village, and still has the right to hold a weekly market.

The main road was diverted to its present course to take it through the market place and increase toll revenue.

Eight hundred years later, as a result of numerous vehicles striking walls and houses near the sharp bends, car transporters are not allowed in the town.

One 'teacups' ride was placed at the castle end of the high street to ensure the tradition would not cease.

Kimbolton is known locally for its facilities, including High Street shopping, two public houses, a Budgens outlet (formerly Robinsons fuel station), fire station, a Post Office, a medical centre, a pharmacy, two cafe shops (Olivers and Crawfords), Whitchurch Wines and the Mandeville Hall, a charitable organisation providing facilities to the local community.

[23] Local news and television programmes are provided by BBC East and ITV Anglia.

If travelling from London St. Pancras the journey would take approximately three hours, including a change at Kettering.

In World War II, the USAAF 379th Bombardment Group was stationed at the nearby Kimbolton Airfield from May 1943 to June 1945.