Hugh McKay and his partner, Daniel Budd, came to the Big Piney area from Nevada in 1879 with a thousand head of cattle. They were hoping to ship the cattle on the train at Point of Rocks but got caught in a severe winter in the Green River Valley instead. The next year, Dan Budd brought his whole family to Big Piney and they settled in. Big Piney has the distinction of being that place in the 48 contiguous states that has the coldest average year-round temperature.

Traditionally, this is an area for cattle ranching and oil production. Glenn Close co-produced a documentary in 1987 titled "Do You Mean There Are Still Real Cowboys?" Cowboys in the West are a vanishing breed and the film focused on several generations of Big Piney's cattle ranching families. The film was narrated by Robert Redford.