Buffalo River State Park was created in the late 1930s, taking advantage of federal job creation programs during the Great Depression. The Moorhead Rod and Gun Club championed the site and the Minnesota Legislature officially added it to the state park system in 1937. At the time it was the only state-owned recreational facility in the region. The Works Progress Administration (WPA) established a camp and began developing the park's original . WPA workmen established infrastructure like the swimming area, entrance road, parking area, water supply, and toilets. They also built a bath house, a latrine, and a diversion dam in the National Park Service rustic style using split stone and logs.