Nearly 10,000 BCE, Native Americans or Paleo-Indians arrived in what today is referred to as the South. Paleoindians in the South were hunter-gatherers who pursued the megafauna that became extinct following the end of the Pleistocene age. After thousands of years, the Paleoindians developed a rich and complex agricultural society. Archaeologists called these people the Mississippians of the Mississippian culture; they were Mound Builders, whose large earthworks related to political and religious rituals still stand throughout the Mississippi and Ohio valleys. Descendant Native American tribes include the Chickasaw and Choctaw. Other tribes who inhabited the territory of Mississippi (and whose names were honored in local towns) include the Natchez, the Yazoo and the Biloxi.

The first major European expedition into the territory that became Mississippi was that of Hernando de Soto, who passed through in 1540. The French, in April 1699, established the first European settlement at Fort Maurepas (also known as Old Biloxi), built at Ocean Springs and settled by Pierre Le Moyne d'Iberville. In 1716, the French founded Natchez on the Mississippi River (as Fort Rosalie); it became the dominant town and trading post of the area. The French called the greater territory "New Louisiana".

Through the next decades, the area was ruled by Spanish, British and French colonial governments. Under French and Spanish rule, there developed a class of free people of color (gens de couleur libres), mostly descendants of European men and enslaved women, and their multiracial children. In the early days the French and Spanish colonists were chiefly men. Even as more European women joined the settlements, there continued to be interracial unions. Often the European men would help their children get educated, and sometimes settled property on them, as well as freeing slave children and their mothers. The free people of color became educated and formed a third class between the Europeans and enslaved Africans in the French and Spanish settlements, although not so large a community as in New Orleans. After Great Britain's victory in the French and Indian War (Seven Years' War), the French deeded the Mississippi area to them under the terms of the Treaty of Paris (1763).

After the American Revolution, this area became part of the new United States of America. The Mississippi Territory was organized on April 7, 1798, from territory ceded by Georgia and South Carolina. It was later twice expanded to include disputed territory claimed by both the United States and Spain. From 1800 to about 1830, the United States purchased some lands (Treaty of Doak's Stand) from Native American tribes for new settlements of Americans.

When cotton was king during the 1850s, Mississippi plantation owners—especially those of the Delta and Black Belt regions—became wealthy due to the high fertility of the soil, the high price of cotton on the international market, and their assets in slaves. The planters' dependence on hundreds of thousands of slaves for labor and the severe wealth imbalances among whites, played strong roles both in state politics and in planters' support for secession. By 1860, the enslaved population numbered 436,631 or 55% of the state's total of 791,305. There were fewer than 1000 free people of color. The relatively low population of the state before the Civil War reflected the fact that land and villages were developed only along the riverfronts, which formed the main transportation corridors. Ninety percent of the Delta bottomlands were frontier and undeveloped. The state needed many more settlers for development.

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