[3] The Black Rock Desert, location for the annual Burning Man event, is partially in the county.

The county was named after army general John J. Pershing (1860–1948).

[4] The tallest and most topographically prominent mountain in Pershing County is Star Peak at 9,840 ft (3,000 m).

At the 2000 census there were 6,693 people, 1,962 households, and 1,383 families living in the county.

The racial makeup of the county was 77.69% White, 5.35% Black or African American, 3.42% Native American, 0.63% Asian, 0.22% Pacific Islander, 9.38% from other races, and 3.30% from two or more races.

At the 2010 census, there were 6,753 people, 2,018 households, and 1,375 families living in the county.

There were 2,464 housing units at an average density of 0.4 per square mile (0.15/km2).

[11] In terms of ancestry, 19.5% were German, 16.8% were Irish, 13.8% were English, 5.1% were Italian, and 4.4% were American.