[5] The area around Sulphur has been noted for its mineral springs, since well before the city was founded late in the 19th century.

[6][a] This area was part of Pickens County, Chickasaw Nation in the Indian Territory during the late 19th century.

The first known settler was Noah Lael, son-in-law of former Chickasaw Governor Cyrus Harris, who built a ranch south of Pavilion Springs in 1878.

In 1882, Harris sold the ranch to Perry Froman, a part Chickasaw rancher.

The Encyclopedia of Oklahoma History and Culture says the ranch house was the first residence in Sulphur.

Richard A. Sneed, a lawyer who visited the area about 1890 and soon after organized the Sulphur Springs Company.

The company bought 600 acres (2.4 km2) of land from Froman Ranch and platted a townsite.

[7] In the late Spring of 1903, the Sulphur Springs Railway was completed between Sulphur and Scullin, a distance of about 9 miles (14 km), connecting at Scullin to the newly completed St. Louis and San Francisco Railway (Frisco).

There was one confirmed fatality in Sulphur, and the majority of the town suffered substantial damage as a direct hit of the tornado.

Although extraction industries (asphalt, lead, and zinc mines) have long been important, tourism has become the primary support to the local economy.

[15] Principal attractions in Sulphur besides the park are sulfurous water springs in town that were once thought to cure ailments and other medical conditions.

Other attractions include the Arbuckle Mountain range, just to the southwest, complete with many hiking and recreational opportunities.

Its sulfur water fed a stream that converged with Travertine Creek and formed a small lake.

There has been a long and heated rivalry between Sulphur and the neighboring town of Davis, OK, located just 7 miles to the west, known locally as the Murray County Bedlam.