Cotton Valley was established in the mid-19th century but was not incorporated until 1944, when J. B. Roby, a Democrat, became its first mayor. Initially appointed, Roby was elected to the position on April 11, 1944. He polled 162 votes to opponent F. G. Mixon's 47 ballots. In 1946, Roby was succeeded by A. C. Borland, who served a total of twenty-two years. An insurance agent, Borland did not seek reelection in 1968 and was succeeded by E. M. Hollingsworth. Borland was credited with the building of the Cotton Valley city hall, recreation center and municipal park. He died in 1987.