Turvey is recorded in Domesday Book of 1086 as a parish in the Hundred of Willey.[2] There are eight separate entries for Turvey, including a total of 44 households. The Mordaunt family obtained the manor by marriage in 1197 and were ennobled as Barons of Turvey in the 16th century. The Mordaunt family house, Turvey Old Hall, was replaced by Turvey House in 1792, by which time the estate had passed to the Higgins family. It was extended in the 19th century and still stands. There is a second large house in the village called Turvey Abbey, which was historically a family house, but is now a Benedictine monastery.

The Church of England parish church of All Saints has Saxon origins but is almost certainly a post-Norman building. It is the largest church in the deanery of Sharnbrook and was in the Diocese of Lincoln until it was transferred to the Diocese of Ely in 1837. Since 1914 it has been in the Diocese of St Albans. It has a 13th-century door with its original ironwork, a Norman baptismal font, a wall painting of the crucifixion and some notable monuments, including monumental brasses. The Norman church was enlarged in the 14th and 15th centuries; sumptuous improvements were made by Sir Gilbert Scott.

Turvey has a strong history of lace-making: there is evidence of a 19th-century lace-making school.

In the 19th century the Bedford to Northampton Line of the Midland Railway was built through the parish and opened in 1872. There was a Turvey railway station in Station Road about 1 mile (1.6 km) east of the centre of the village. British Railways closed the line in 1962.