Its variant names include Vadoklia, Vadoklių, Vadoklyay, Vadukle (Yiddish), and Wodakle (Polish).

In 1781, the lord of the manor, Anupras Belazaras helped to construct the church of Vadokliai.

Before the First World War, Vadokliai had a watermill, book bindery, bakery shops and flax processing companies.

There is a memorial stone erected for partisans, who were killed during the anti-Soviet resistance near Vadokliai.

[7] On August 12, 2008, the town's coat of arms was officially accepted by the President of Lithuania.