Day County was one of the original
counties of
Oklahoma Territory. Day County was in the western part of the territory, along the
Texas border. When it was originally established, it was known as
E County (several Oklahoma counties carried only letter designations at the time). It was named for Charles Day, the contractor who built the first courthouse in the county. Day County's seat was
Grand, Oklahoma, along the banks of the Canadian River, which ran down the middle of the county.