Norwegian immigrants settled in the area in 1848. In 1867, Ole T. Westby built a general store here. Ole also served the Union in the Civil War. When the Chicago, Milwaukee and St. Paul Railroad completed its line from Sparta to Viroqua, it made Westby a station, and named it after Ole T. Westby. The village was incorporated in 1896, and became a city in 1920. The current population of Westby is still mostly Norwegian. In fact, no nation, except Ireland, has provided the United States with as many immigrants in proportion to its population as Norway.