During the existence of the Laotian kingdom of Lan Xang, Nong Bua Lam Phu was traditionally given to rule to the crown prince. In 1827 Chao Anou of Vientiane designated Phagna Narin to be the governor of this place, which is famous as the spot where the Naresuan, the King-Liberator of Siam, came in the sixteenth century to learn the outcome of a war between the Lao and Burmese in the Vientiane area. Nong Bua Lam Phu was long a Lao stronghold, and was the birthplace of the principal wife of Chao Siribunyasan, the last independent king of Vientiane.
Under Thai rule, the province originally consisted of five Amphoe (districts) in the province Udon Thani. In 1993 Udon province was decentralized and a separate province of Nong Bua Lamphu was created. It is one of the three youngest provinces of Thailand, together with Amnat Charoen and Sa Kaeo.