The town began as a railroad station for the Santa Fe railroad, and was originally named Alfred, for the son of an attorney. The town is named for Zach Mulhall, father of Lucille Mulhall, who was the first official 'cowgirl' to actually compete against men in rodeo events and win. The town name was changed from Alfred to Mulhall shortly after the land run of 1889 because there were two towns named 'Alfred' at that time, according to a petition made by Zach to the railroad.