 The state fair began in 1886 as the "“First Annual Wyoming Territorial Fair" near Cheyenne.After events in Laramie, Sheridan and Casper Douglas won the nomination in 1905 to host the fair thereafter.There were no fair events in 1935 to 1937 during the Depression and none in 1942 to 1945 because of World War II

The 2012 State Fair, the centennial of the event, was held from August 11-18th, with singer Dierks Bentley headlining the first ever sold-out concert at the fair in Douglas.