[1] The town is located 65 miles (105 km) northeast of New York City, and is part of the Northwest Hills Planning Region.

Roxbury, whose Native name was Shepaug, a Mahican word signifying "rocky water", was settled about 1713 as a parish of Woodbury,[2] which meant that the parish rate, a household-based tax, supported the local Roxbury puritan church rather than the Woodbury church.

[3] About a decade after the end of the American Revolution, Roxbury incorporated as a town in October 1796.

A silver mine was opened here and was later found to contain spathic iron, specially adapted to steel making, and a small smelting furnace was built.

The abundance of granite found in many of Mine Hill's quarries provided the building material for the ore roaster and blast furnace, as well as for such world wonders as the Brooklyn Bridge and Grand Central Terminal in New York City.

The town is also served by secondary highways Route 199 (leading north 5 miles (8 km) to Washington) and Route 317 (leading east 6 miles (10 km) to Woodbury).