Saint-Gaudens has been inhabited since ancient times (traces of the Iron Age and of Roman occupation) and was originally called Mas-Saint-Pierre, before taking the name of the young shepherd, Gaudens, martyred by the Visigoths at the end of the 5th century for refusing to renounce his faith.

The town was damaged by Protestant forces under Montgomery in 1569, and became the seat of the Nébouzan Assembly after coming under the control of the French crown in 1607.

The 11th century romanesque church, built on the typical Pyrenean plan as a basilica with a nave and two aisles, stands on the site of an earlier construction.

Several tall buildings are reminders of the city's medieval period, with plain façades to which balconies were added at the end of the 19th century.

The 2014 Tour de France cycle race began stage 17 in Saint Gaudens, with a 124.5 kilometres (77.4 mi) route to Saint-Lary.