[1] The county was created as a part of the Dakota Territory in 1875, although it remains unorganized.

The county lies entirely within the Pine Ridge Indian Reservation and contains part of Badlands National Park.

[7][8] The Wounded Knee Massacre occurred in Oglala Lakota County in 1890.

The county was originally named for Peter C. Shannon, Chief Justice of the Dakota Territory Supreme Court.

The Cheyenne River flows northeastward along the northwest boundary of Oglala Lakota County.

The White River flows northeastward through the central part of the county.

The county terrain is composed of semi-arid rolling hills spotted with small mountain crests, oriented NE-SW.[13] The terrain slopes to the northeast; its highest point is on the south boundary line, close to the SW corner, at 3,619 ft (1,103 m) ASL.

13.20% of all households were made up of individuals, and 3.00% had someone living alone who was 65 years of age or older.

[23][24] In 2021, the Robert Wood Johnson Foundation ranked Oglala Lakota County last of 61 counties in South Dakota in "health outcomes," as measured by length and quality of life.

Democrat Red Dawn Foster represents the county in the Senate, while Democrat Peri Pourier and Republican Liz Marty May represents the county in the House.

The county is divided into two areas of unorganized territory: East Oglala Lakota and West Oglala Lakota (formerly East Shannon and West Shannon, respectively).