The story of Wellow dates back to Anglo-Saxon times. In 931 King Athelstan visited Wellow to stay on property which he owned there. The village is mentioned in the Doomsday Survey of 1086 when East Wellow was retained by its Saxon holder, Agemund, while land in West Wellow was held by the king's hunstman, Waleran. He placed this holding in the country of Wiltshire, where it remained until towards the end of the nineteenth century.

The present church of St Margaret was consecrated in 1215, although it has been extended since that time. The ecclesiastical parish has always remained in the diocese of Winchester although for so long the civil parishes were divided. Ancient wall paintings, some dating from the thirteenth century, can be seen on the walls of the church.

The first settlement centred on the lands round the church, manor and mill. Over the centuries the focus of village life shifted towards the road from Southampton to Salisbury, the A36, which now carves through the modenr village. The settlement of Canada, to the south of that road, was a nineteenth century development and together with the land to the south of the A36 is now within the boundaries of the New Forest National Park.

The northern part of the village includes the hamlet of Embley, where Embley Park, now an independant school, was once the summer hom of Florence Nightingale. She is Wellow's most famous inhabitant and is buried in the churchyard of St Margaret's. The inscription on the family monument simply reads:

"F.N., born May 12 1820, died August 13 1910"