Caney High School Stadium was constructed by the United States Government Works Progress Administration from August 1938 to October 1939. Its first night game was played on September 29, 1939, when Caney defeated Altoona 39 to 0. The stadium was dedicated on October 27, 1939, when Caney defeated Sedan 19 to 0 before an attendance of 1600. The total cost was $52,370.64. The project was sponsored by the Board of Education as a Works Progress Administration project in 1938.