The boundaries of the future Thayer County were first defined in 1856, and the county was named Jefferson. In 1867 Jones County to the east was attached. The legislature in 1871 divided the single large county into two, naming the western county Thayer. The eastern county became today's Jefferson County. Thayer County is named for John M. Thayer, Civil War general and Nebraska U.S. senator, 1867-71. He later served as Nebraska governor. Hebron, the county seat, was established in 1871.
Several great trails to the West passed through Thayer County, including the Oregon-California Trail, the Pony Express Trail, and the overland stagecoach route. In 1864 Indians raided ranches and stage stations along the trails in Thayer County. The St. Joseph and Denver City Railroad came in 1872. Thayer County is the home of Nebraska's woman suffrage movement, forming the first permanent woman suffrage association in 1879.
The Thayer County courthouse, completed in 1903, is constructed of Indiana Bedford limestone and Vermont marble. The building's tower was so badly damaged by the Hebron tornado of 1953 that it had to be removed.