MacGregor was named in 1881, during the building of the railroad, at a point where they arrived at the end of steel. Named by the then Governor General, the Marquis of Lorne, for his clergyman, Rev. Dr. James MacGregor, at St. Cuthbert Presbyterian Church in Edinburgh, Scotland. His gift of a bible to MacGregor is still in the possession of the MacGregor United Church.

The rural municipalities of North and South Norfolk were created in 1884 after the municipality of Norfolk was divided along the Assiniboine River.