The district's name is derived from a medieval castle called Steinburg, where the reeves ruled by order of their lords, the dukes of Holstein.

However, Steinburg remained the name of the region, and its new centre became Glückstadt before gradually moving to the town of Itzehoe.

The borders remained unchanged until 1970 when the newly founded town Schenefeld (formerly part of Rendsburg district) joined Steinburg.

The lowest land point of the Federal Republic of Germany at 3,54 meters below sea level is located near the city of Wilster.

Below the castle's towers there are three shields depicting Christ, a nettle leaf (from the arms of Holstein) and a swan.