Ashburn, the county seat of Turner County, incorporated on December 26, 1890. Residents named the city for the early settler W. W. Ashburn, who purchased a portion of the future town site for ten dollars.
A number of buildings in Ashburn have earned a listing on the National Register of Historic Places. Included on the registry are the Turner County courthouse, the Ashburn Heights-Hudson College Avenue areas, Shingler Heights and the Ashburn Commercial District.
Ashburn is also home to the Big Peanut Monument and a Peanut Museum. The monument pays tribute to the peanut processing industry that allowed the city to be nicknamed "The Peanut Capital of the World". The Golden Peanut Company, considered the world's largest peanut processing plant, has a facility in the heart of the city.
The city hosts the Fire Ant Festival held annually in March. The events include arts and crafts, music, a beauty pageant, a five kilometer run/walk marathon, a carnival, cooking contests and a skydiving exhibition.