The Southeast Missouri District Agricultural Society first was formed in 1855, serving 23 counties in the region. The first week in October was the date set for the Cape Girardeau fair at the Bierworth’s farm, a wooded grove near what is now South Frederick Street. That location was appropriated by the United States for a campground for soldiers who were stationed at Fort C, the site of the old St. Francis Hospital on the corner of Pacific and Good Hope. All the fair buildings were destroyed by the Army and after the Civil War the old fairgrounds were unusable.

In 1870, another piece of legislation revived the Agricultural Society; a fair was held the same year on a new site near old Gordonville Road and Highway 61 South. Soon two more additions of acreage, fifty and one hundred acres, were purchased for the fair, but by 1897 interest had declined to the point where the association was disbanded and the fairgrounds were sold to the Blattner family.

A new association called the Cape Girardeau Fair and Park Association was formed in 1900 and forty acres were purchased in what is now Capaha Park. This location served the fair from 1900-1929.

The First World War and the Great Depression again interfered with the fair and led to the dissolution of the board and the disbanding of the fair. Ten years later the Southeast Missouri District Fair Association was organized. The location of the present-day fair is owned by the City of Cape Girardeau and the Fair Association together. The fair is organized by volunteers, governed by a board of directors, and is funded by proceeds from gate admissions, grandstand tickets, and sponsors; the fair is a member of a number of fair associations which provide information for the betterment of the institution.