In 1891, the Wisconsin Agricultural Society purchased almost 100 acres (40 ha) of farmland from George Stevens, in what was then North Greenfield (Honey Creek settlement), in order to secure a permanent site for the Wisconsin State Fair. The fairgrounds later became a staging ground for Camp Harvey during the Spanish–American War and World Wars I and II. Two Wisconsin historical markers, which are positioned at the entrance of the Wisconsin Exposition Center, document this history for visitors.

The NFL's Green Bay Packers played several regular season home games per year at the park from 1934 through 1951, including the 1939 NFL Championship Game. After a year at Marquette Stadium in 1952, the Packers moved their Milwaukee-area games to County Stadium when it opened in 1953. Packer games in Milwaukee were ended after the 1994 season.

The grounds of the State Fair, at the Wisconsin Department of Natural Resources park site, contain one of only two Indian effigy mounds remaining in Milwaukee County. (The other is located at Lake Park in Milwaukee.) Four pre-historic mounds originally populated the location, which were built by the Woodlands People from 100 to 1000 AD. They contained artifacts dating to 8000 BC, some of which can be found at the West Allis Historical Museum.

On July 25–27, 1969 the Midwest Rock Festival was held at the State Fair Park.

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