The region we now call Missouri has been inhabited for at least 4,000 years. The prehistoric Woodland peoples left low burial mounds, rudimentary pottery, arrowheads, and grooved axes; remains of the later Mississippian Culture include more sophisticated pottery and finely chipped arrowheads. When the first Europeans arrived in the late 17th century, most of the few thousand Indians living in Missouri were relatively recent immigrants, pushed westward across the Mississippi River because of pressures from eastern tribes and European settlers along the Atlantic coast. Indians then occupying Missouri belonged to two main linguistic groups: Algonkian-speakers, mainly the Sauk, Fox, and Iliniwek (Illinois) in the northeast; and a Siouan group, including the Osage, Missouri, Iowa, Kansas, and other tribes, to the south and west. Of greatest interest to the Europeans were the Osage, among whom were warriors and runners of extraordinary ability. The flood of white settlers into Missouri after 1803 forced the Indians to move into Kansas and into what became known as Indian Territory (present-day Oklahoma). During the 1820s, the US government negotiated treaties with the Osage, Sauk, Fox, and Iowa tribes whereby they surrendered, for the most part peaceable, all their lands in Missouri. By 1836, few Indians remained.

The first white men to pass through land eventually included within Missouri's boundaries apparently were Jacques Marquette and Louis Joliet, who in 1673 passed the mouth of the Missouri River on their journey down the Mississippi; so did Robert Cavelier, Sieur de la Salle, who claimed the entire Mississippi Valley for France in 1682. Probably the first Frenchman to explore the Missouri River was Louis Armand de Lom d'Arce, Baron de Lahontan, who in 1688 claimed to have reached the junction of the Missouri and Osage rivers. The French did little to develop the Missouri region during the first half of the 18th century, although a few fur traders and priests established posts and missions among the Indians. A false report that silver had been discovered set off a brief mining boom in which no silver but some lead—available in abundance—was extracted. Missouri passed into Spanish hands with the rest of the Louisiana Territory in 1762, but development was still guided by French settlers; in 1764, the French fur trader Pierre Laclède established a trading post on the present site of St. Louis.

Although Spain fortified St. Louis and a few other outposts during the American Revolution and beat back a British-Indian attack on St. Louis in 1780, the Spanish did not attempt to settle Missouri. However, they did allow Americans to migrate freely into the territory. Spanish authorities granted free land to the new settlers, relaxed their restrictions against Protestants, and welcomed slaveholding families from southern states—especially important after 1787, when slavery was banned in the Northwest Territory. Pioneers such as Daniel Boone arrived from Kentucky, and the Chouteau fur-trading family gained a lucrative monopoly among the Osage. Spanish rule ended abruptly in 1800 when Napoleon forced Spain to return Louisiana to France. Included in the Louisiana Purchase, Missouri then became part of the US in 1803. After the Lewis and Clark expedition (1804–6) had successfully explored the Missouri River, Missouri in general—and St. Louis in particular—became the gateway to the West.

Missouri was part of the Louisiana Territory (with headquarters at St. Louis) until 1 October 1812, when the Missouri Territory (including present-day Arkansas, organized separately in 1819) was established. A flood of settlers between 1810 and 1820 more than tripled Missouri's population from 19,783 to 66,586, leading Missourians to petition the US Congress for statehood as early as 1818. But Congress, divided over the slavery issue, withheld permission for three years, finally approving statehood for Maine and Missouri under the terms of the Missouri Compromise (1820), which sanctioned slavery in the new state but banned it in the rest of the former Louisiana Territory north of Arkansas. Congress further required that Missouri make no effort to enforce a state constitutional ban on the immigration of free Negroes and mulattos; once the legislature complied, Missouri became the 24th state on 10 August 1821, Alexander McNair became the state's first governor, and Thomas Hart Benton was one of the state's first two US senators; Benton remained an important political leader for more than three decades.

Aided by the advent of steamboat travel on the Mississippi and Missouri rivers, settlers continued to arrive in the new state, whose population surpassed 1 million by 1860. The site for a new capital, Jefferson City, was selected in 1821, and five years later the legislature met there for the first time. French fur traders settled the present site of Kansas City in 1821 and established a trading post at St. Joseph in 1827. Mormons came to Independence during the early 1830s but were expelled from the state and crossed the Mississippi back into Illinois. For much of the antebellum period, the state's economy flourished, with an emphasis on cotton, cattle, minerals (especially lead and zinc), and commerce—notably the outfitting of wagon trains for the Santa Fe and Oregon trails. On the eve of the Civil War, more than half the population consisted of Missouri natives; 15% of the white population was foreign-born, chiefly German and Irish. Black slaves represented only 9% of the total population—the lowest proportion of any slave state except Delaware—while only about 25,000 Missourians were slave holders. Nevertheless, there was a great deal of proslavery sentiment in the state, and thousands of Missourians crossed into neighboring Kansas in the mid-1850s to help elect a proslavery government in that territory. State residents were also active in the guerrilla warfare between proslavery forces and Free Staters that erupted along the border with "bleeding Kansas." The slavery controversy was exacerbated by the US Supreme Court's 1857 decision in the case of Dred Scott, a slave formerly owned by a Missourian who had temporarily brought him to what is now Minnesota, where slavery was prohibited; Scott's suit to obtain his freedom was denied by the Court on the grounds that it was unconstitutional to restrict the property rights of slave holders, in a decision that voided the Missouri Compromise reached 37 years earlier.

During the Civil War, Missouri remained loyal to the Union, though not without difficulty. When the conflict began, Governor Claiborne Fox Jackson called out the state militia "to repel the invasion" of federal forces, but pro-Union leaders such as Francis P. Blair deposed Jackson on 30 July 1861. Missouri supplied some 110,000 soldiers to the Union and 40,000 to the Confederacy. As devastating as the 1,162 battles or skirmishes fought on Missouri soil—more than in any other state except Virginia and Tennessee—was the general lawlessness that prevailed throughout the state; pro-Confederate guerrilla bands led by William Quantrill and Cole Younger, as well as Unionist freebooters, murdered and looted without hindrance. In October 1864, a Confederate army under Major General Sterling Price was defeated at the Battle of Westport, on the outskirts of Kansas City, ending the main military action. Some 27,000 Missourians were killed during the war. At a constitutional convention held in January 1865, Missouri became the first slave state to free all blacks.

During Reconstruction, the Radical Republicans sought to disfranchise all citizens who failed to swear that they had never aided or sympathized with the Confederacy. But the harshness of this and other measures caused a backlash, and Liberal Republicans such as Benjamin Gratz Brown and Carl Schurz, allied with the Democrats, succeeded in ousting the Radicals by 1872. The subsequent decline of the Liberal Republicans inaugurated a period during which Democrats occupied the governorship uninterruptedly for more than three decades.

The 1870s saw a period of renewed lawlessness, typified by the exploits of Jesse and Frank James, that earned Missouri the epithet of the "robber state." Of more lasting importance were the closing of the frontier in Missouri, the decline of the fur trade and steamboat traffic, and the rise of the railroads, shifting the market economy from St. Louis to Kansas City, whose population tripled during the 1880s, while St. Louis was eclipsed by Chicago as a center of finance, commerce, transportation, and population. Missouri farmers generally supported the movement for free silver coinage, along with other Populist policies such as railroad regulation. Reform Governor Joseph W. Folk (1905–09) and his immediate successors in the statehouse, Herbert S. Hadley (1909–13) and Elliott W. Major (1913–17), introduced progressive policies to Missouri. However, the ideal of honest government was soon subverted by Kansas City's corrupt political machine, under Thomas J. Pendergast, the most powerful Democrat in the state between the two world wars. Machine politics did not prevent capable politicians from rising to prominence—among them Harry S Truman, Missouri's first and thus far only native son to serve in the nation's highest office.

The state's economy increasingly shifted from agriculture to industry, and Missouri's rural population declined from about three-fourths of the total in 1880 to less than one-third by 1970. Although the overall importance of mining declined, Missouri remained the world's top lead producer, and the state has emerged as 2nd only to Michigan in US automobile manufacturing. Postwar prosperity was threatened beginning in the 1960s by the deterioration of several cities, notably St. Louis, which lost 47% of its population between 1950 and 1980; both St. Louis and Kansas City subsequently undertook urban renewal programs to cope with the serious problems of air pollution, traffic congestion, crime, and substandard housing. During the early 1980s, millions of dollars in federal, state, and private funds were used to rehabilitate abandoned and dilapidated apartment buildings and houses.

Missouri was affected by the farm crisis of the 1980s, and many farms in the state failed. With the weakening of trade restrictions, the state's industries also suffered during this period. However, Missouri's economy improved in the 1990s, initially at a rate that outpaced much of the country. By 1999 the state's jobless rate had fallen below the national average to 3.4%. Due largely to the weak US economy in the early 2000s, Missouri's unemployment rate rose to 5.8% by July 2003, albeit below the national average of 6.2%.

Times Beach and other parts of the state were found to be contaminated by high levels of dioxin in the early 1980s. The federal government purchased the homes and businesses that had to be abandoned by community residents and in 1991 began a several-year clean-up program.

In the spring and summer of 1993, Missouri was hit by devastating floods. The Illinois, Mississippi, and Missouri rivers reached record crests, rising in some areas to twice the height considered to be flood level. Over half the state was declared a disaster area, and 19,000 people were evacuated from their homes. Damage to the state was estimated at $3 billion.

In 2000, the state's popular governor, Mel Carnahan, died in a plane crash while running for the US Senate. He was replaced by Democrat Bob Holden, who became the first governor to appoint a state head of homeland security following the 11 September 2001 terrorist attacks on the US. In 2003, Missouri legislators adopted a measure requiring women seeking abortions to consult a doctor and comply with a 24-hour waiting period. Holden was expected to veto the measure as of May 2003. Twenty states as of that date had enacted 24-hour waiting periods for abortions.