Prior to Oklahoma statehood, Grove was part of the Delaware District of the Cherokee Nation in Indian Territory. It was named for a grove of trees where it was sited. A post office, named "Brennen", was located in the limits of present-day Grove in 1888, but the city was not incorporated until the 1890s, making it the only incorporated town in Delaware County when Oklahoma became a state.
The city underwent a $3.7 million park project to attract fishing events to Grand Lake, most recently attracting the 2013 and 2016 Bassmaster Classic. Grove is also home to the Grand Lake Casino, which was opened in 1988.