 It is part of the Weirton–Steubenville, WV-OH Metropolitan Statistical Area.Dillonvale was originally known as Annadelphia, and under the latter name was laid out in 1816.Nothing much became of the town until the Wheeling and Lake Erie Railway was built through that territory in 1889, at which time a new plat was made and the new names of Dillon, and later Dillonvale, were adopted.