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Colony was originally called Kentucky Colony, and under the latter name settlement was made in the early 1840s by a colony of pioneers from Kentucky. A post office called Colony was established in 1848, and remained in operation until 1907.
- U.S. Geological Survey Geographic Names Information System: Colony, Missouri
- "Knox County Place Names, 1928–1945 (archived)". The State Historical Society of Missouri. Archived from the original on 24 June 2016. Retrieved 23 October 2016.
- "Post Offices". Jim Forte Postal History. Retrieved 23 October 2016.
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