Grady County was created in 1905 from portions of Decatur and Thomas counties. It was named for Henry W. Grady, who was editor of the Atlanta Constitution and an advocate of the “New South.”

Accounts of Hernando DeSoto’s trek through the southeast in 1540 indicate that he entered Georgia in what is now Grady County.

Cairo, the county seat, was named for either the city in Egypt or the town of Cairo, Illinois. The city’s name, however, is pronounced “Kayro.”