The Lakota, Cheyenne, and other Native American tribes who traveled through the area were aware of the cave's existence, as were early Euro-American settlers, but there has been no evidence yet discovered that anyone actually entered it.
The Lakota (Sioux), an indigenous people who live in the Black Hills region of South Dakota, spoke of a hole that blew air, a place they consider sacred as the site where they first emerged from the underworld where they had lived before the demiurge creation of the world.
The first documented discovery of the cave by White Americans was in 1881, when the brothers Tom and Jesse Bingham heard wind rushing out from a 10-inch (25 cm) by 14-inch (36 cm) hole in the ground. According to the story, when Tom looked into the hole, the "wind" (exiting cave air) blew his hat off of his head.
The caves found in the park are said to "breathe," that is, air continually moves into or out of a cave, equalizing the atmospheric pressure of the cave and the outside air. When the air pressure is higher outside the cave than in it, air flows into the cave, raising cave's pressure to match the outside pressure. When the air pressure inside the cave is higher than outside it, air flows out of it, lowering the air pressure within the cave. A large cave (such as Wind Cave) with only a few small openings will "breathe" more obviously than a small cave with many large openings.
Rapid weather changes, accompanied by rapid barometric changes, are a feature of Western South Dakota weather. If a fast-moving storm was approaching on the day the Bingham brothers found the cave, the atmospheric pressure would have been dropping fast, causing the cave's higher-pressure air to rush out all available openings, creating the "wind" for which Wind Cave was named.
From 1881 to 1889, few people ventured far into Wind Cave. Then in 1889 the South Dakota Mining Company hired Jesse D. McDonald to oversee their "mining claim" on the cave site. The South Dakota Mining Company may have hoped to find minerals of value, or it may from the start have had commercial development of the cave in mind.
No valuable mineral deposits were found, and the McDonald family began developing the cave for tourism. Jesse initially hired his son Alvin (age 16 in 1890) and, beginning in 1891, Alvin's brother Elmer, to explore and help develop the cave. Alvin fell in love with the cave and kept a cave diary. Others who worked at Wind Cave and helped explore it between 1890 and 1903 include Katie Stabler, Emma McDonald (Elmer's wife), Inez McDonald (Emma and Elmer's daughter), and Tommy McDonald (brother of Elmer and Alvin).
By February 1892 the cave was open for visitors; the standard tour fee was apparently $1.00, which was a significant sum of money at the time.
Tourists, with their guide, explored the cave by candlelight. These early tours were physically demanding and sometimes involved crawling through narrow passages.
Like the nearby Jewel Cave National Monument, currently the third longest cave, Herb and Jan Conn played an important role in cave exploration during the 1960s.
The three levels making up the Wind Cave system are located in the upper 76 m of the Mississippian Pahasapa (Madison) Limestone. Deposited in an inland sea, chert, gypsum, and anhydrite lenses within the limestone are evidence of high periods of evaporation. When sea levels dropped at the end of the Mississippian, dissolution of the limestone formed a Kaskaskia paleokarst terrain, complete with solution fissures, sinkholes, and caves. Thus, an unconformity exists between this limestone and the overlying Pennsylvanian Minnelusa Formation. These red sands and clays filled in cavities. Those cavities not filled in were coated in dogtooth spar. Subsequent deposition of the Permian Opeche Shale, Permian Minnekahta Limestone, Triassic Spearfish Formation, and Tertiary White river Group followed. Paleocene and Eocene erosion removed these overlying sediments, in the area of the caves, down to the Minnelusa. Geologic uplift started during the Laramide Orogeny, which lowered the water table, draining the cave system and enlarging it. Today the water level is 150 m below the surface, which amounts to a drop of 0.4 m every 1000 years.
Boxwork was first noted in Wind Cave. These calcite fins were once crack filling gypsum and anhydrite. Calcite-gypsum pseudomorphs are common. The released sulfuric acid weakened the bedrock, allowing it to weather faster than the calcite. The resultant intersecting fins form open chambers and protrude from the surrounding bedrock by amounts ranging from 0.6 to 1.2 m. Lower levels of the cave have boxworks mixed with frostwork and cave popcorn. Helictite bushes were also first discovered in Wind Cave. Moonmilk is found on many surfaces, while calcite rafts are found in the lower levels of the cave system.