The Market Harborough Historical Society, (originally, The Market Harborough Archaeological & Historical Society), was founded in 1931 and has been active ever since as a forum for those interested in local history and archaeology. The Society holds monthly lectures from September to May, with an excursion in June each year. A Local History Conference is organised annually, in memory of a former local historian, Mr J. C. Davies, who contributed considerably to local history knowledge.

The Society’s collection of historical memorabilia collected over many years formed the basis of the Harborough Museum when it was opened in 1983 as a partnership venture between Leicestershire County Council, Harborough District Council and the Market Harborough Historical Society.