[4][1] The early explorer Louis Hennepin is credited with being the first European to lay eyes upon the Rum.

Today, Mille Lacs County's western boundary instead follows the public land survey line.

On the "Carte représentant le Messisipi entre le 49e d. et le 42e d. ou aboutit la rivière Wisconsing lac Supérieure, lac des Illinois et lac Alemepigon" map (c. 1730), Rum River is recorded as Rivière de S. François ou des Nadouessioux (St. Francis or Sioux River).

Upham notes that both Carver in 1766 and Pike in 1805 found the name "Rum River" in use by English-speaking fur traders.

Henry Schoolcraft in his Narratives in 1820 records the Rum River by its Ojibwe name Missisawgaiegon.