An early resident was John Albert, an old trapper, claimed to have visited the later location of Walsenburg in 1834 while out trapping beaver.
Walsenburg was originally settled under the name of La Plaza de los Leones in 1859. The settlement was named after settler Don Miguel Antonio de Leon, who came along with others from New Mexico. A post office called Walsenburg has been in operation since 1870.
Trapper John Albert is buried in the old Catholic Cemetery at Walsenburg, Colorado.