Claysville was founded in 1812 by local tavern owner John Purviance, who laid out the town after learning plans for the National Road to pass through the area. The town was named for Senator Henry Clay, known as the Father of the National Road, Route 40. Claysville's first school opened in 1818, the Presbyterian Church dates to 1820, and the town became a borough in 1832. Its early settlers were Scots-Irish, and its population was 275 in 1850. Presbyterian minister and educator William Holmes McGuffey, later known as "America's Schoolmaster" and author of McGuffey's Readers, is also associated with the town.