Fremont County was created on March 5, 1884 by the legislature of the Wyoming Territory The county was created with land ceded by Sweetwater County. In 1890, Big Horn County was carved out of Fremont, Johnson, and Sheridan Counties. Hot Springs County was created in 1911 from parts of Fremont County, along with a portion of Big Horn County and Park County. In 1921, Sublette County was created from part of Fremont County and Lincoln County. The boundaries of Fremont County have remained unchanged since 1921.

Fremont County was named for John Charles Frémont, an explorer of the American West, Senator from California, and 1856 Republican presidential candidate. Fremont County is the historical home of the Wind River Indian Reservation, home of the Eastern Shoshone and Northern Arapaho tribes of Native Americans.