Known as the Lorne Agricultural & Industrial Society at its inception in 1883, the Association was incorporated under the name Lorne Agricultural Society in 1887.

In 1905, the same year as Saskatchewan became a province, it became the Prince Albert Agricultural Society.

The year 1953 saw the Association become a non-profit organization through a private act, Chapter 126 of the Statutes of Saskatchewan.

In 1971, a final name change to the present Prince Albert Exhibition Association was made.

The Association remains the oldest continuing Agricultural Society in Saskatchewan. The year 2008 marks the 125th anniversary of the Prince Albert Exhibition Association. The organization has always maintained an onward trend for the betterment of the citizens of the area, to ensure that its motto, Where Town and Country Meet, remains an accurate reflection of its purpose and activities.