The first settler in Jefferson County is believed to have been Andrew Moore. In 1810, he settled near the southeast corner of the county, near where the Goshen Road emerges from the forest of Hamilton County into what is now known as Moore's Prairie. It is interesting that Moore arrived from the Goshen Settlement, near Edwardsville. His migration was therefore retrograde, from the west toward the interior of the State.
In 1814, Andrew Moore departed with his eight-year-old son for Jordan's settlement, a journey from which he never returned. A skull that was believed to have been Moore's was found several years later about two miles from his cabin. Jordan's Settlement, also called Jordan's Fort, was southeast of modern Thompsonville, Illinois, about twenty miles south of Moore's cabin. This episode occurred during the War of 1812 when many of the Indian tribes were allied with the British.
In 1816, Carter Wilkey, Daniel Crenshaw and Robert Cook settled in Moore's Prairie. Daniel Crenshaw moved into Moore's cabin. This settlement is believed to be the first permanent settlement in the County.
In recent years, average temperatures in the county seat of Mount Vernon have ranged from a low of 19 °F (−7 °C) in January to a high of 88 °F (31 °C) in July, although a record low of −21 °F (−29 °C) was recorded in January 1994 and a record high of 114 °F (46 °C) was recorded in July 1936. Average monthly precipitation ranged from 2.45 inches (62 mm) in January to 4.58 inches (116 mm) in May.
As of the 2010 United States Census, there were 38,827 people, 15,365 households, and 10,140 families residing in the county. The population density was 68.0 inhabitants per square mile (26.3/km2). There were 16,954 housing units at an average density of 29.7 per square mile (11.5/km2). The racial makeup of the county was 88.4% white, 8.4% black or African American, 0.6% Asian, 0.2% American Indian, 0.8% from other races, and 1.6% from two or more races. Those of Hispanic or Latino origin made up 2.1% of the population. In terms of ancestry, 24.3% were German, 15.8% were Irish, 13.6% were English, and 10.2% were American.
Of the 15,365 households, 30.1% had children under the age of 18 living with them, 50.0% were married couples living together, 11.4% had a female householder with no husband present, 34.0% were non-families, and 29.1% of all households were made up of individuals. The average household size was 2.38 and the average family size was 2.92. The median age was 40.6 years.
The median income for a household in the county was $41,161 and the median income for a family was $51,262. Males had a median income of $41,193 versus $29,645 for females. The per capita income for the county was $21,370. About 12.4% of families and 17.1% of the population were below the poverty line, including 24.8% of those under age 18 and 10.7% of those age 65 or over.