The village name "Denham" originates from the Old English for "homestead in a valley" and was listed in the 1086 Domesday Book as "Deneham".

Before the Norman Conquest, Westminster Abbey took ownership of Denham and continued to do so throughout the middle ages. From the 12th century, the Abbey maintained ownership of the manor, however Denham was sub-tenanted to noblemen including Henry de Capella. In 1227 Henry de Capella was granted a market and annual fair.

The village has maintained its historic charm though over the years, the parish of Denham has expanded to cope with the housing demand. Modern-day Denham includes Denham Village, Denham Garden Village, Denham Green, New Denham, Higher Denham and Tatling End.

Denham Village is home to Saint Mary’s Church, featuring a flint and stone Norman Tower. A number of the houses and cottages in the village were built in the 16th and 17th centuries. Village Road is part of the architectural conservation area. The Village has frequently been used for British Film and Television, with the Denham Film Studios once situated near the Village.

The Denham Film Studios operated between 1936 and 1952. Founded by Alexander Korda, the site was, at the time, the largest film production facility in the UK. In 1937, Queen Mary visited the studios. During its lifetime, the studio was known by variou names. It began life as the home of Korda’s London Films, called "London Film Studios"; it was then merged with Pinewood Studios to form D&P Studios. Film makers were said to prefer Denham to Pinewood as a location, leading to Pinewood Studios being used predominantly for storage during the Second World War. Notable films made at Denham Film Studios include "The Thief of Baghdad", "Brief Encounter", "Great Expectations" and "Hamlet". However, Denham Film Studios proximity to Denham Aerodrome could prove problematic. During the filming of "Pimpernel Smith", Mary Morris and Leslie Howard recalled being interrupted 22 times by noise from aircraft! The final film was made at the studio in 1952 and in 1953 the facility was rented out to the United States Air Force. In 1981, the buildings were demolished and the site was re-developed as a business park.

Higher Denham is situated on the former site of a First World War army training and transit camp. The First World War brought the Royal Flying Corps’ No. 5 and No. 6 Schools of Aeronautics to Denham to learn how to pack parachutes and rig aircraft at what is now the Martin Baker Aircraft Factory. The small Martin Baker Aircraft Ltd factory as we see it today was established in 1929, manufacturing aircraft ejector seats. They are the world’s longest established manufacturer of ejection seats. Following the war, the land was sold off piecemeal for housing.

Denham railway station was built just north of Denham village in 1906 as part of the Great Western and Great Central Joint Railway. Its original name was Denham — Junction for Uxbridge as it was a stop on the shuttle service between Gerrards Cross and Uxbridge High Street; the latter station has long been closed and demolished, and the branch line to it dismantled.