The town's name is pronounced 'Pennycook' and is derived from Pen Y Cog, meaning "Hill of the Cuckoo" in the Old Brythonic language (also known as Ancient British and the forerunner of modern Welsh).

[2] In 1296, Thomas Rymer's Foedera mentions a "Walter Edgar a person of Penicok south of Edenburgh", which logically can only be what is now called Penicuik.

[3] Penycook appears as the name on John Adair's map of 1682[4] and the ruined old parish church, in the centre of the graveyard, dates from the late 17th century.

"The Young Pretender", Charles Edward Stuart, is recorded as having crossed the River Esk on his march south on 8 November 1745.

[8] Glencorse Barracks, which is home to the Royal Highland Fusiliers, 2nd Battalion The Royal Regiment of Scotland, was established as a facility for incarcerating French prisoners of war during the Napoleonic Wars and was originally known as Greenlaw Military Prison when it was completed in 1803.

[citation needed] Near Penicuik is Glencorse Parish Kirk, which formed part of the inspiration for Robert Louis Stevenson's Weir of Hermiston.