In 1858 the area that now forms Camp Dundurn was used as a camping grounds for Metis hunters. Much of the early construction work was done in the 1930s as a Unemployment Relief Camp was set up to build the base facilities. This included the construction of an airstrip and 45 permanent buildings along with roads, railway spurs and several bridges.
The area was used by Canadian Army units as early as 1928 when it was organized as Dundurn Military Camp (also Camp Dundurn). During World War II the Royal Canadian Air Force constructed a bombing range on the base and the Canadian Women's Army Corps established one of its first units at Camp Dundurn. The A27 Canadian Armoured Corps Training Centre (A27 CACTC) moved to Camp Dundurn from Camp Borden on January 28, 1942. A27 CACTC was later renamed A27 Canadian Reconnaissance Training Centre (A27 CRTC) and it remained on the base until March 1945. During World War II over 50,000 soldiers trained at Camp Dundurn before being assigned to duty overseas. Following the war, Camp Dundurn remained open as a military facility and it was used as a transit hub and holding area for troops returning from the war.
In 1947, the No. 6 Ordnance Ammunition Depot opened and permanent married quarters (PMQs) were constructed for personnel and their families. Military consolidation during the 1960s in the lead-up to unification of the Canadian Forces in 1968 saw Camp Dundurn downsized to a detachment of CFB Moose Jaw in 1966 for administrative purposes.
Following unification of the Royal Canadian Navy, Royal Canadian Air Force and Canadian Army in 1968, No. 6 Ordnance Ammunition Depot was renamed Canadian Forces Ammunition Depot Dundurn (also CFAD Dundurn).
Today, CFAD Dundurn continues to function as an ammunition depot. Its extensive 90 km² training area with ranges and structures is used by Canadian Forces regular and reserve force personnel from across western Canada. Exercise Bison Warrior in April 2007 saw troops from across the Canadian Forces 38 Canadian Brigade Group, a reserve formation, exercising there.
CFAD Dundurn is the largest ammunition storage facility in the Canadian Forces, acting as the distribution centre for both domestic and overseas deployments.
In 1988, CFAD Dundurn became a detachment of CFB Winnipeg's 17 Wing.