Okehampton & District Agricultural Association was founded following a public meeting held in the Market Hall, Okehampton on Thursday, 27th November 1890 and chaired by the Mayor, I.D. Prickman, Esq.  The first annual Exhibition was held on Thursday, 24th September 1891 in a field in Okehampton lent by the President, W.H. Holley, Esq.  The weather was fine and over 4,000 people entered the grounds – the sum of £102 12s. 1d. (£102.61p) was taken on the gate!

Shows were not held during the two World War years (1914-18 and 1940-45) and there was also a gap between 1966 and 1969. The only cancellation in recent times had been in 2001 during the catastrophic Foot & Mouth outbreak, but in 2007 and 2008 the appalling weather forced last minute cancellations of the Show. In 2009, however, the sun came out to play and a record crowd turned up at the Showground in numbers never seen before to support the return of the Show.

Past Shows were held on what is now the home of Okehampton Rugby Club in the centre of the town, but the Show outgrew that site and moved to its current location of Stoneypark which is on the western edge of Okehampton. The first Show held at the new site took place on Thursday, 12th August 1982, with R.J. Martin, Esq. holding the office of President.