The first parcel of Turkey Run State Park's 2,382 acres was purchased during Indiana's centennial in 1916 when the State Park system was first established. Turkey Run is Indiana's second state park.
There are many legends about how Turkey Run got its name. One story says that wild turkeys, finding it warmer in the canyon bottoms, or "runs", would often huddle in these runs to avoid the cold. Pioneer hunters would herd the turkeys through these natural funnels into a central location for an easy harvest. Since historic accounts suggest that large numbers of turkeys lived here, it follows that turkeys in the runs prompted the area's name, Turkey Run.