The town was originally called Eden Valley. The name was chaged to Stenen on August 1, 1912. In 1906 Mr. John Stenen, his wife, and seven children, came up from North Dakota and homesteaded where the town now stands. When the railroad arrived in 1911, Mr. Stenen donated enough land for a townsite on condition that the town bear his name.
The Post Office opened on August 1, 1908.