The parish of Swineshead is recorded as Suineshefet (1086), Swynesheved (13th century), Swineshead (16th century). It was an exclave of the county of Huntingdonshire, and surrounded by Bedfordshire, until 1888 or 1896, when it was transferred to Bedfordshire. The parish was an exclave because it was within the great manor of Kimbolton, once the property of Harold, the last Saxon king of England, and part of this manor was held to be in Huntingdonshire though separated from the rest of the county by about half a mile at the nearest point. Thus although King Harold's lands were granted to different persons by William the Conqueror, Swineshead and Stonely both passed to Fitz-Piers and both remained in the county of Huntingdonshire. At the time of the Domesday survey, land in Kimbolton and in Swineshead was held by William de Warenne, and his influence may have been used to keep his property in the same county.

Swineshead was enclosed by Act of Parliament in 1803.

The parish was part of Eaton Socon rural district from 1896 to 1934, then becoming part of Bedford rural district until 1974.

The village is in the middle of the parish, and includes many old houses. The "Three Horseshoes" Inn dates from the early 17th century. The cottages are of brick and timber with tiled and thatched roofs. The former rectory, now used as a farmhouse, is an ancient plastered building of brick and timber opposite the church. When it was undergoing restoration in 1846, a copy of the Solemn League and Covenant (signed by the then Rector of Swineshead) was discovered in the roof where it was perhaps hidden by the cautious rector of the time. There are the traces of two moats in the village.