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Audrain county was formed from a non-county area with portions under the administration of Montgomery, Callaway, Boone, Ralls, or Monroe counties at various times prior to its official establishment in 1836. The county was organized in December of that year, and was named for The county was organized December 13, 1836, and named for Colonel James Audrain James Hunter Audrain of the War of 1812 and who later was elected to the state legislature. Thus, records for locations now in Audrain prior to 1836 may indicate location in those counties instead.
Today's Audrain County historical website data indicates that the county was divided about 50/50 during the historic US Civil War and that US Army Commander General Ulysses Grant was resident there briefly during that time. While Audrain county shared some history with neighboring counties, it does not border the Missouri River.
According to some Confederate historian publications, Audrain County was one of several nearby counties settled by migrants from the Upper South, especially Kentucky and Tennessee; that some brought slaves and slaveholding traditions with them, cultivating crops similar to those in Middle Tennessee and Kentucky such as hemp and tobacco, or brought antebellum architecture and culture; and that the county was considered by those historians to be in the heart of what was called "Little Dixie".