McCone county was established around 1919. Around 1905 a store and post office was set up in the old ranch house of the Mabry Cattle Corporation which established itself here around 1884. The name selected for the post office was the name of the brand of the cattle company. With the establishment of the county, this small town was selected as the county seat. The town had already developed an economy that provided services and supplies to the farmers and the ranchers in the area. Two rodeos are held in this town in August, the Professional Rodeo Cowboys Association rodeo held in conjunction with the McCone County fair and the Circle High School and Youth rodeo.