Long before A.W. Marion became a state park, this area had developed an amazing history. Due largely to the fertile soils of the Pickaway Plains, which are said to contain the richest land in Ohio, early inhabitants were attracted here. The Adena culture were among the first to settle the area 2,000 years ago. An ancient circular earthworks on the site of what is now the city of Circleville (hence the name) gave evidence to their presence. In more recent times the villages of Chief Cornstalk of the Shawnee nation were located on these plains. These same villages were the object of attention of Lord Dunmore, Governor of Virginia, who in 1774 marched his army within striking distance of the Indians. His intention was to destroy the villages and end the uprising that had resulted in the Battle of Point Pleasant days earlier. At the request of the Indians, a peace settlement was agreed upon before any more fighting occurred.

In 1948, construction began on the dam for Hargus Creek Lake. By 1950, the area became part of the newly created Division of Parks and Recreation. In 1962, the park was renamed the A.W. Marion State Park in honor of the first director of the Department of Natural Resources, a Pickaway County native.