Archaeological findings along the rugged northern coast of Norway dating back 4,000 years and Neolithic carvings traced in Russia were the first record of biathlon. These pictograms and carvings depict men on planks of wood, very similar to modern day skis, holding weapons. The centuries-old tradition of this sport, which combines cross-country skiing and shooting, can also be traced back to antique books from 1539 illustrating the Swedish Bishop Olaus Magnus.

Between the 16th century and the first half of the 18th century, the biathlon continued to develop in the army. In 1767, a group of soldiers manning the border between Norway and Sweden organized the first biathlon competition.

The biathlon was a demonstration sport at the Olympic Winter Games in 1924, 1928, 1936 and 1948. In 1949, the International Olympic Committee (IOC) added biathlon as a medal sport; this status was officially confirmed in 1955. The men's biathlon was first held as an official Olympic event at the Squaw Valley 1960 Olympic Winter Games. The first women's World Cup was held in 1984, and the event was eventually added to the Olympic program in 1992 in Albertville.

Biathlon has a large number of World Cup events, and boasts one of the largest European television viewing audiences of any winter sport.