Cokesbury was founded in 1704. The first known settler was a German immigrant named Mindurt Farley. When Farley died in 1790, his farm was passed to his son Joshua. A man named Conrad Apgar built a tavern, but it was destroyed by fire in April 1812. A hotel was built by John Farley, Mindurt's other son. In 1815, the Cokesbury church was completed and the community was thriving. However, the post office constantly misspelled Cokesbury as Cokesburg. Unfortunately, the town started to fall in the 1880s. The wheelwright shop and the hotel closed. In 1915, the post office also closed. Shrinkage continued during World War II.