The town was incorporated in 1639. At that time, the boundaries of Sudbury included (by 1653) all what is now of Wayland (which split off in 1780), and parts of Framingham, Marlborough, Stow and Maynard (Maynard split off 1871).

Sudbury also contributed the most militia during King Philip's War and was the site of the well-known attack on Sudbury. Ephraim Curtis was a successful leader of the militia of West Sudbury and would lend his name to the town's junior high school. 24–75 Sudbury militia participated in the Battle of Lexington and Concord, in 1775, where Sudbury members sniped on British Red Coats returning to Boston.

One of Sudbury's historic landmarks, the Wayside Inn, claims to be the country's oldest operating inn, built and run by the Howe family for many generations. Henry Wadsworth Longfellow wrote Tales of a Wayside Inn, a book of poems published in 1863. In the book, the poem The Landlord's Tale was the source of the immortal phrase "listen my children and you shall hear, of the midnight ride of Paul Revere." Henry Ford bought the inn in 1923, restored it and donated it to a charitable foundation which continues to run it as an operating inn to this day. Ford also built a boys' school on the property, as well as a grist mill, and the Martha–Mary Chapel. He brought in the Redstone Schoolhouse from Sterling, which was reputed to be the school in Sarah Josepha Hale's nursery rhyme Mary Had a Little Lamb. However, Giuseppi Cavicchio's refusal to sell his water rights scuttled Henry Ford's plans to build an auto parts factory at the site of Charles O. Parmenter's mill in South Sudbury. The Sudbury Center Historic District has changed little since 1800.

In August 1925, a Sudbury farm was the scene of a riot between local members of the Ku Klux Klan and Irish-American youths from the area. Five people were wounded by gunshots, and the State Police arrested over 100 Klansmen. Massachusetts officials cracked down on the group's meetings thereafter, and the Klan died out in the area.

In the period after World War II, Sudbury experienced rapid growth in population and industry. Defense contractor Raytheon was a major employer, operating a large research facility in Sudbury from 1958 until 2016. Another major employer in that period was Sperry Rand. In the 1970s, the town was home to many of the engineers working in the minicomputer revolution at Digital Equipment Corporation in nearby Maynard. Sudbury was also one of the largest carnation-growing towns, with many greenhouse operations.

From 1960–1969, Sudbury challenged and prevailed against a proposal by Boston Edison Company which would have installed overhead transmission lines through what is now Great Meadows National Wildlife Refuge. Ultimately, the line was instead buried under streets to Maynard

• Atkinson Town Pool

• Teen Center

• Tennis Courts and Instruction

• Band Concerts

• July 4th Celebration

• Facilities and Programs for: Baseball, SoftBall, Basketball, Football, Lacrosse, Field Hockey, Hockey, Ice Skating, Soccer, Skateboarding,

• Tot Lot Park

Sudbury students in kindergarten through eighth grade attend Sudbury Public Schools, while high school students attend schools in the Lincoln-Sudbury Regional School District, which was established in 1954, integrating the former Sudbury High School with that of the nearby town of Lincoln, Massachusetts. In 2011, Boston magazine ranked Sudbury's school system 4th in the state, in both of its categories(classroom/academics & Testing/Achievement scores). In subsequent (as well as many prior years) Sudbury is perennially ranked as a 'Top 20' Massachusetts school system.

In June 2002, the towns of Lincoln and Sudbury began a $74 million project to build a new high school near the site of the original building. The shared Lincoln-Sudbury Regional High School (LSRHS) is located in Sudbury.

The high school's science program student team won the 2006 National Ocean Sciences Bowl championship, and came in second in 2005. LSRHS has a nationally recognized school newspaper and school yearbook, The Forum and DYAD respectively.

There are four elementary schools in Sudbury and one middle school. The four elementary schools are:

• Josiah Haynes Elementary School

• Israel Loring Elementary School

• General John Nixon Elementary School

• Peter Noyes Elementary School

The middle school is:

• Ephraim Curtis Middle School

Sudbury has two former elementary schools that were converted to other uses:

• Fairbank Elementary School is now a community center, and the central office for the school district.

• Horse Pond Elementary School is now a Massachusetts State Police Crime Laboratory.