Hollidays Cove traces its origins to the 1770s, when Harmon Greathouse settled the area near Harmon Creek in southern Hancock County. The town's namesake, John Holliday, built a fort in the valley near Greathouse's home in 1776.

When the British and their Indian allies besieged Fort Henry, downriver in Wheeling, in September 1777, a relief party from Hollidays Cove canoed down the Ohio, arriving after the siege ended. For the rest of the 18th century, Hollidays Cove served as a frontier outpost.

During the 19th century, Hollidays Cove remained an unimportant hamlet tucked away in Virginia's and later West Virginia's northernmost reaches. As late as 1880, only 250 people lived in Hollidays Cove. The village did not have a wharf on the Ohio River, but it did serve the agricultural interests of sheep raisers and orchardists in southern Hancock and northern Brooke counties.

Just after the turn of the 20th century, Hollidays Cove experienced an oil boom. Shortly thereafter, E. T. Weir built his steel mill and steel town just north of Hollidays Cove, changing the village history forever. In 1912, Hollidays Cove incorporated and for the next 35 years co-existed with Weirton, but was always overshadowed by the neighboring city's wealth and population. In 1947, voters in Weirton, Hollidays Cove, Marland Heights, and Weirton Heights voted to consolidate. On July 1, the city of Weirton incorporated and Hollidays Cove ceased its separate existence.