The county was created by the 1866-1867 territorial legislature and was organized on August 12, 1867. "Pembina" is derived from the Chippewa Indian term for high bush cranberry which grew in abundance along the Pembina River. The city of Pembina was the county seat from 1867 to 1911 when it was moved to Cavalier.
Cavalier Air Force Station and Icelandic State Park are both located in Pembina County.
As of the census of 2000, there were 8,585 people, 3,535 households, and 2,364 families residing in the county. The population density was 8 people per square mile (3/km²). There were 4,115 housing units at an average density of 4 per square mile (1/km²). The racial makeup of the county was 95.49% White, 0.15% Black or African American, 1.43% Native American, 0.21% Asian, 1.27% from other races, and 1.44% from two or more races. 3.08% of the population were Hispanic or Latino of any race. 25.0% were of Norwegian, 24.0% German, 7.9% Icelandic, 7.9% French and 6.6% English ancestry according to Census 2000.
There were 3,535 households out of which 29.8% had children under the age of 18 living with them, 58.2% were married couples living together, 5.3% had a female householder with no husband present, and 33.1% were non-families. 30.5% of all households were made up of individuals and 15.7% had someone living alone who was 65 years of age or older. The average household size was 2.38 and the average family size was 2.98.
In the county the population was spread out with 24.9% under the age of 18, 6.2% from 18 to 24, 24.6% from 25 to 44, 24.8% from 45 to 64, and 19.5% who were 65 years of age or older. The median age was 42 years. For every 100 females there were 100.6 males. For every 100 females age 18 and over, there were 100.2 males.
The median income for a household in the county was $36,430, and the median income for a family was $45,338. Males had a median income of $30,400 versus $21,340 for females. The per capita income for the county was $18,692. About 7.4% of families and 9.2% of the population were below the poverty line, including 10.7% of those under age 18 and 9.9% of those age 65 or over.