On December 24, 1896, the legislature partitioned the northern portion of Polk to create Red Lake County.

The county was named for Edmund Pennington (1848-1926), a longtime Minnesota railroad executive, who was serving as president of the Minneapolis, St. Paul, and Sault Ste.

Thief River Falls, the area's major settlement (platted in 1887), was specified as the county seat.

The combined flow exits Pennington County toward the south, then swings west- and northwestward as it moves to its confluence with the Red River near Grand Forks, North Dakota.

The county terrain consists of low rolling hills, lightly wooded, with all available areas devoted to agriculture.

[6] The terrain slopes to the west and south,[7] with its highest point near the lower east border, at 1,186 ft (361 m) ASL.

From 1932 to 1996, the county voted Democratic, typically by moderately healthy margins, in every election save for three nationwide Republican landslides, Richard Nixon in 1972 and Ronald Reagan in both 1980 and 1984.