Throughout its history this region was inhabited by a number of tribes - Slavic, Finno-Ugric and Turkish. The earliest traces of human activity in the region relate to the Neolithic epoch.

In the 15th century Russians settled in extensive spaces of Prisurje, increasing in number through the 16th century. After the conquest of Kazan by Ivan Grozny and the fall of the Kazan Khanate in 1552 the region was incorporated into the Russian state.

In the middle of the 17th century Russian discoverers of unknown lands approached the river Penza where it runs into the river Sura. Here by a decree from Tzar Aleksey Mikhailovich the town of Penza was founded in 1663. The city of Penza bears its name in honor of the river on whose shores it was built. The meaning of the word 'penza' has been lost over the centuries.

The Penza Region was formed in 1939 with its capital in the city of Penza, its administrative and cultural center.