Despite the win, party members were left in shock when the council's Tory leader Robert Gould lost his seat to the Liberal Democrats.
UKIP was left without a seat while the Liberal Democrats won 11 seats, the Green Party won two and the Labour Cooperative retained one seat.
The ruling Conservative group will meet next week to elect a new leader.
The authority previously had 45 councillors, but now has one more following a boundary review.
In 2013, the Conservatives had 27 seats, Liberal Democrats 12, while Labour took three and its "sister party" Labour and Cooperative won two. UKIP gained one seat.
Election 2017: Full results from across England
Mr Gould lost his Sherborne Town seat by 22 votes as Jon Andrews for the Liberal Democrats gained the seat with 1,493.
The local election comes amidst plans to reorganise local government in Dorset with two unitary authorities.
The authority has said it will not be revealing plans for the restructure until after the general election on 8 June but, if they go ahead, it could mean Dorset residents face another election in two years' time.
Mr Gould replaced Spencer Flower as leader in 2014.
Councillor Flower, who won Verwood for the Tories alongside his wife Toni Coombs, said overall it was a "strong performance" for the party.
"Politics is a surprise, you get occasions where you get outcomes you didn't expect. It's obviously always very disappointing when you lose a colleague but it happens and we just need to move on from there," he said.
Representing UKIP, who failed to win a seat, Robin Grey said it had been a "very bad night".
Labour's David Stokes said: "It's been a difficult night in the county as a whole but our share of the vote has increased. We're very optimistic."
The Conservative Party has retained control of Dorset County Council after winning 32 of the 46 seats.