Originally known as Parker'ville, the city of Jackson was founded for the sole purpose of creating a centrally located capital for the state of Mississippi. In 1821, the Mississippi General Assembly dispatched three men to search for a site. After surveying the area, they finally reached LeFleur's Bluff, the site of a French-Canadian trading post built in 1792. They reported to the General Assembly that the location boasted beautiful and healthy surroundings, plenty of fresh water, and abundant timber. As an added bonus, the nearby Pearl River was quite navigable, and the site was located near the Natchez Trace (a major trade route). Satisfied with the location, the Assembly passed a legislative act on November 28, 1821 to designate the area as the permanent seat of the Mississippi state government. The city was named for war hero Andrew Jackson (who would later become president), and the state legislature convened there in December of 1822.

Jackson was a strategic manufacturing center for the Confederate States during the Civil War, due in large part to the junction of two major railroad lines in the city. It was captured by Union troops in the Battle of Jackson in May of 1863. General Sherman burned and looted key facilities in the city, and then moved his troops on to engage the defenders of nearby Vicksburg. The Confederate soldiers reassembled in Jackson and set out to rescue Vicksburg. Unfortunately for them, Vicksburg had already surrendered. General Sherman and his men met the Confederate soldiers, chasing them back to Jackson and laying siege to the city. The Confederates slipped away during the night and retreated across the Pearl River. This time, Sherman ordered the city burned to the ground, earning it the facetious nickname "Chimneyville."