Prior to European colonization, the area eventually comprising Rockingham County was inhabited by Cheraw/Saura Native Americans.

[4] Between 1728 and 1733, the Dan River Valley in the Granville District was surveyed by William Byrd II as part of efforts to delineate the North Carolina-Virginia border.

The region's first white settlers came from Pennsylvania, New Jersey, Maryland, and Virginia and were of German, English, Scottish, and Irish descent.

[12] Rockingham County's first court session was convened near Eagle Falls south of the Dan River in February 1786.

[13] Wentworth remained a poor and sparse community well into the early 1800s, sustained only by business related to governmental affairs.

[15] By the early 1800s, economic activity in Rockingham County was largely centered around small farms in hilly areas and a handful of plantations near the rivers.

[18] In 1813, John Motley Morehead erected the county's first cotton mill at the confluence of the Dan and Smith rivers in Leaksville.

[23] Slavery grew gradually in the county with the expansion of tobacco operations and, by the 1860s, 37 percent of the population were enslaved.

[25] Rockingham men also formed the 22nd Battalion of the Confederate Home Guard, which was tasked with maintaining order in the county.

[27] Some Confederate deserters hid out in the sparse northwestern section of the county during the war, two of whom were found and executed by the Home Guard.

[29] By the end of the Civil War, the economy of Rockingham County and the Southern United States as a whole was greatly diminished.

A New York journalist traveling through Rockingham County in September 1865 reported food and lodging scarce in the area.

The white supremacist Ku Klux Klan became active in 1868 and 1869, and 20 alleged Klansmen were arrested and tried for crimes in the county court, though none were convicted.

Following investigations by the federal government and a denunciation from David Settle Reid, a widely respected Rockingham Democrat and former governor, Klan activity diminished in 1870.

[20] At the initiative of railroad executive Francis Henry Fries, in 1895 the Mayo Mills were built in the western portion of the county, near Madison.

He focused on expanding industry in the area, creating the Spray Water Power and Land Company to develop his mills, and supporting the laying of new railroads.

[36][37] The expansion of the textile industry led to the growth of two new mill communities in the vicinity of Leaksville, Spray and Draper.

The debate continued for several months until the county commission voted to rebuild the courthouse in Wentworth.

[41] Social, political, and economic rivalries also emerged between Reidsville, Leaksville-Draper-Spray, and the western Rockingham towns of Madison, Mayodan, and Stoneville.

[20][42] Under American Tobacco's control, the factory quickly rose to become Reidsville's most significant industry and the county's largest taxpayer.

[20] In 1978, Miller Brewing Company invested millions in opening a brewery in Eden, and it quickly became a major, high-paying employer.

[20] In March 1998, an EF3 tornado occurred in Rockingham County, the strongest storm on-record to ever impact the area.

[48] The tornado damaged homes and a textile mill in Mayodan, destroyed several buildings in Stoneville's main business district, and killed two people.

[56] Rockingham County is situated in the foothills of the Blue Ridge Mountains in the Piedmont Triad region.

[46] According to Woods & Poole Economics, the county's population is expected to increase at a slower rate than the rest of the state in future decades.

[45] In recent years, voters in most of the county have favored Republicans, though Democrats retain some electoral strength in the city of Reidsville.

[46] The county has experienced growth in recent years in tourism, manufacturing, and the creation of additional small businesses.

[91][92] According to the 2021 American Community Survey, an estimated 14.5 percent of county residents have attained a bachelor's degree or higher level of education.

[55] The 2023 University of Wisconsin Population Health Institute's County Health Rankings report found that Rockingham was less healthy than most of the state, with higher average instances of adult smoking, adult obesity, excessive drinking, and several chronic medical conditions.