St. Joseph Catholic Church, after which the town is named.
The town is named after the church in its center, St. Joseph Catholic Church. The church is named for the Saint Joseph the Carpenter, the father of Jesus. Unlike most other local communities, St. Joseph has never had a railway station.
The nickname "St. Joe County" originates from the fact that there are multiple churches by the name of St. Joseph in the Roman Catholic Diocese of Evansville and Vincennes, and different names were needed to distinguish one from the next in conversation and on paperwork. The church is referred to as "St. Joe in the County", referring to the fact that the other St. Joseph Catholic Churches are located in Evansville ("St. Joe [in the] City") and Jasper "St. Joe [in] Jasper"). The name is frequently truncated to "St. Joe County", and members of the diocese have come to know the town as "St. Joe County".