The area around Pizzone has been inhabited since the Neolithic period, as proved by a series of lithic artifacts discovered in their respective state and currently held in a museum of Campobasso.

The road, reaching S. Vito di Colli, Cerro, and crossing the path of S. Francesco, came up to Aufidena, now Alfedena.

Charles II of Anjou granted Pizzone autonomy from the jurisdiction of the Abbey by a decree of 13 October 1295 and the village was assigned as a fief to Andrea of Isernia.

After the death of Andrea in 1316, Pizzonia (earlier Latin Piczotum) was incorporated into Abruzzo Citra (now the Province of Chieti), as shown by Regesti Angevin in 1320.

By a decree of 17 February 1861 Pizzone became incorporated into the Region of Molise and later with the creation of the National Park of Abruzzo in 1929.