The Majura Valley was used by the Ngunnawal people (Australian Aboriginals) before settlement by Britons in the mid-1820s and 1830s. Settlements were scarce, and recent surveys show that this was likely a transitory camping area during nomadic journeys between Lake George and the upper Yass River catchments.

A Scotsman, Robert Campbell settled the area, having been granted land in 1825. His compensation grant was 4,000 acres (16 km2) of land and 710 sheep, after Campbell's ship the "Sydney" was lost off the coast of New Guinea while chartered to the New South Wales government. Campbell named his property Majura probably after "Majura in India", according to the ACT National Trust. In 1825 James Ainslie by assignment of Campbell started a sheep station in the area which today is Canberra. Campbell named the property Duntroon. The origin of this name was Duntrune Castle at Argyll and Bute in Scotland. The house was later acquired for the establishment of the Royal Military College and eventually became its mess.

Campbell was assigned convict labourers, but also sought to bring free settlers as farm workers. These people were settled on small holdings of around 2 acres. Such a holding appears to be "Majura House" which is reputed to have been built for Alfred Mayo and his family between 1846 and 1860, the house remaining in family ownership until 1981. By the mid-1850s there were approximately 50 people residing in the Majura Valley (see links).

Following land reforms in 1861, other families sought free selection of Crown Land in the Majura Valley in the 1860s and by the late 1800s had established what was a proto-village with school, community hall and Post Office, near the "Avonley" property. By 1891 there were 83 dwellings, housing 393 people within the Majura Valley. A major land holder was the Harman family.

Creation of the Federal Capital Territory in 1912 ended freehold title, with the land becoming Commonwealth lands that were then leased to former occupiers.

The Majura District was designated by the Districts Act of 1966 as one of the 18 districts of the Australian Capital Territory (ACT).

History info thanks to Wikipedia.