The Market Harborough Historical Society was originally founded as the Market Harborough Archaeological & Historical Society in 1931 and has been active ever since as a forum for those interested in local history and archaeology.

The Society holds monthly lectures from September to May, with an excursion in June each year.

The Annual History Day started in memory of J C Davies, local historian and headmaster, who was instrumental in the setting up of the Harborough Museum as well as the author of several books on local history. The event now also commemorates the work and contribution of Michael Brown, former President of The Society.

The Historical and Archaeological Society began to collect antiquities, curiosities and objects which its members found during archaeological excavations in 1932. The collection was exhibited at Welland House in The Square in Market Harborough until 1939 when it moved to the Museum Room in the new County Library building, also in The Square. The Museum Room was open on Saturday afternoons, and in the evenings on special occasions.

In the 1980s the Society changed its name to the Market Harborough Historical Society and entered into a partnership with the District and County Councils to develop a new museum in The Symington Building. The Society continues to be one of the partners in the Harborough Museum.

The Society has published its annual journal ‘The Harborough Historian’ since 1984 (copies are available to study in the Local Studies centre).