Lunenburg was granted by Benning Wentworth, the royal governor of New Hampshire, on July 5, 1763, to David Page and 68 other people.

It is widely believed that David Page named the town, which stems from one of the titles for Prince Karl Wilhelm Ferdinand of Brunswick-Lunenburg.

[6] Lunenburg is in southern Essex County along the Connecticut River, the border between Vermont and New Hampshire.

It is bordered to the west by the town of Concord, to the northwest by Victory, at its northernmost point by Granby, and to the northeast by Guildhall, all in Vermont.

U.S. Route 2 crosses through the center of Lunenburg, leading west to St. Johnsbury and east to Lancaster and Gorham, New Hampshire.

The Mount Orne Covered Bridge is in the eastern part of town, crossing the Connecticut to South Lancaster, New Hampshire.