Kempton Park lies on what was two Boer farms in the South African Republic (ZAR). The first farm was Zuurfontein No 369 with the title deed issued to Johannes Stephanus Marais on 25 October 1859 and surveyed to be 3000 morgen on 12 December 1859. The second farm northwest of the first was registered to Cornelius Johannes Beukes in March 1865 and was called Rietfontein 32 IR.

After the discovery of gold in Johannesburg, 22 km southeast of the farms in 1886, a railway connecting Pretoria to Vereeniging and to the Cape line was constructed in the early 1890s. The railway line did not go through Johannesburg, but passed to the east through the two farms with a station called Zuurfontein. That station would be linked by a side-rail to the Zuid-Afrikaansche Fabrieken voor Ontplofbare

Stoffen, a dynamite factory a few kilometres north west.

The city was established on 24 August 1903 when Karl Friedrich Wolff sub-divided a portion of his Zuurfontein farm into 216 residential stands and named the new town Kempten after the German town in Bavaria of his birth. The name was anglicised into Kempton Park.

O. R. Tambo International Airport (Africa's busiest airport) is located in Kempton Park. In 1952 the airport, then known as Jan Smuts International Airport, was built on land next to the community, and opened in 1953. The airport's name was changed to Johannesburg International Airport in the late 1990s and then to OR Tambo International Airport in 2006.