The Casey Jones Trail was the first legislatively authorized state trail. It was the dream of some very forward thinking people back in the late 1960s. A 13-mile segment from Pipestone to the Murray County line was opened for horseback riding and hiking in the early 1970s. However, further action on the expansion and development of this dream laid idle for two decades. In the early 1990s, with a newfound public interest in trails, local citizens again looked at this original dream. It was massaged with the construction of a six mile blacktop look trail connecting Lake Shetek State Park with Murray County's End-o-Line Park in Currie. In 1997 a two-mile section west of Lake Wilson was opened for hiking. In 2000, a group of citizens from Murray, Pipestone, and Redwood counties came together to push for the development and the expansion of this undeveloped state trail.
In the spring of 2002, the Minnesota Legislature extended the authorization to include the six-mile loop trail, an extension from Lake Shetek State Park to Walnut Grove and the Laura Ingalls Wilder lore in Redwood County, and an extension from Pipestone to Split Rock Creek State Park near Ihlen in Pipestone County. In the fall, the group formed a non-profit corporation, "The Friends of the Casey Jones Trail Association" to carry on the work until the dream is achieved.
