The first show was held in 1955 at the Arizona Biltmore Hotel, and was composed of approximately 50 horses from twelve farms.

Anne McCormick, one of the founders, donated 150 acres of her ranch in Scottsdale so that the show could have a permanent home, naming it Paradise Park, and it remained there for many years before moving to its present location, WestWorld.

[8] As of 2015, the show consisted of competition in multiple divisions: Mounted Native Costume; Breeding/Halter; Dressage; Driving; working western (Reining, cutting, Working cow horse), English Pleasure (including show hack, park horse, and country English pleasure); Hunter/Jumper and hunter under saddle; Liberty (featuring a horse running free with accompanying music); and Western Pleasure as well as a youth division for most classes.

[16] The show is highlighted in some of the colder climates as a way to get into warmer weather during the freezing temperatures of February in the northern U.S.[17] In 2014, WestWorld unveiled a new light sculpture entitled "Impulsion", which was commissioned at a cost of $470,000.

Since its inception, the show has raised millions of dollars for such organizations as the Cox Charities and the March of Dimes.