The first court was held in the spring of 1855 by Judge A. C. Chatfield in the Valley House in Henderson. The County office moved about the town of Henderson many times during those first years of organization. In 1856 Joseph R. Brown erected several small offices for the use of the various officials. Then in 1858 Henry Poehler erected a two story frame building at the corner of Main and 3rd Streets, the County using the second story. The offices were moved to the Welch Building in 1862, which was destroyed by fire October 18, 1863. The Recorder's Office lost books A and B of deeds. The tract indexes were saved.
After the fire several more moves were made. A room was rented from Jacob Frankenfield for 6 months at $12 per month. In 1866 they moved to a house in Block 50 for one year, then to one in Block 58 owned by August Blasing, then in 1870 to a building owned by William Carroll.
At a meeting of Commissioners January 2, 1867, a resolution was passed issuing the legislature to pass an act enabling the County to issue bonds to the amount of $200 for county buidlings. Permission was granted at the next session of the legislature, March 11, 1870. The matter was submitted to popular vote and was carried. A tract of land, about 4 acres, purchased at the corner of Maine and Sixth Streets, was used for a two story brick jail and sheriff residence completed in September, 1871. The Courthouse was erected in 1879. It was of brick, 2-1/2 stories and a basement.
Henderson remained the county seat until 1915. There was a feud between Henderson and Gaylord to determine what town would be the county seat of Sibley County. Henderson's thought was that it was right on the river, but Gaylord had more people and won the popular vote on the disagreement. In 1915 the county seat was moved to Gaylord and the present day courthouse was built. A new jail was built in 1995, and the Sibley County Service Center was built in 2003.