The club are thought to have been founded in 1884, although the first evidence of their existence dates to 1887 when the Kempston Rovers rugby club played their first football match. At the rugby club's AGM in 1891, it was decided to create a football team called Kempston Montrose. Three years later Kempston Montrose folded and its assets transferred to Kempston Association. An 1895 meeting saw another new team formed, Kempston Rovers. They gained the nickname "the Walnut boys" due to Kempston being well known for its walnuts. The club initially played in both the Bedford & District League and the Biggleswade & District League; they won the Bedford & District League in 1907–08 and 1908–09 and the Biggleswade & District League in 1910–11 and 1911–12. In 1927 they joined the Bedfordshire & District County League, which became the South Midlands League in 1929, where they remained until switching to Division Two of the United Counties League in 1953. They won the division in 1955–56, and the following season Division Two and One were merged into one league in which Kempston finished runners-up. In 1957–58, the club were United Counties League champions. The league was split into two division again in 1961–62 and Kempston were placed in Division Two. Despite finishing tenth that season, they were promoted to Division One. In 1973, Division One was renamed the Premier Division and in 1974–75 Kempston were league champions again, also reaching the fifth round of the FA Vase. In 1978–79 Kempston reached the fourth qualifying round of the FA Cup, the furthest they have ever got in the competition. They repeated their record FA Vase run in1980–81, again reaching the fifth round. Rovers were relegated to Division One at the end of the 1982–83 season, having finished bottom of the Premier Division, but were promoted again in 1985–86 after winning Division One. The club won the Huntingdonshire Premier Cupfor the first time in 1999–2000, retaining it the following season. The club was relegated again in 2003, and in 2004 were renamed AFC Kempston Rovers name following the merger of Kempston Rovers, Kempston Colts and Kempston Town. After finishing third in Division One in 2006–07 they were promoted to the Premier Division, but were relegated at the end of the following season. In 2010–11, the club was again promoted to the Premier Division after winning Division One for the third time. In 2015–16 the club won the Premier Division, earning promotion to Division One Central of the Southern League for the first time in their history. In 2017 the division was renamed Division One East.
Ground
The club's Hillgrounds Leisure ground is located on Hillgrounds Road, near parkland beside the River Great Ouse. A new third generation training area has been built with the funding of the Football Foundation as well as a new set of changing rooms, board room, and physiotherapy room.
Other teams
The club's reserve team entered Division Three of the UCL in 1970. After a third-placed finish in a renamed Division Two in 1974–75, they were promoted to Division One. In 1980 the UCL created a dedicated reserves division, which the team were transferred to.
Honours
United Counties League
*Premier Division champions 1957–58, 1973–74, 2015–16
*Division One champions 1955–56, 1985–86, 2010–11
*Premier Division Knock-Out Cup winners 1974–75, 1976–77
*Division One Knock-Out Cup winners 1957–58, 1959–60
*Division Two Knock-Out Cup winners 1955–56, 1974–75