[2] The county is named after William L. Sharkey, the provisional Governor of Mississippi in 1865.

On the afternoon of Sunday, February 21, 1971, a large and long-tracked F5 tornado impacted areas of Sharkey County.

On March 24, 2023, a high-end EF4 tornado hit the city of Rolling Fork with estimated wind speeds of 195 mph (314kph), causing catastrophic damage throughout the community.

[6] As of the 2020 United States Census, there were 3,800 people, 1,751 households, and 1,046 families residing in the county.

Sharkey County has the tenth-lowest per capita income in Mississippi and the 73rd lowest in the United States.

Sharkey County is, like the rest of the Mississippi Delta region, heavily Democratic.