The area surrounding Duck Bay, located on the northwest shore of Lake Winnipegosis in Manitoba, has long been part of the traditional territories of Anishinaabe peoples, particularly the Saulteaux, alongside Swampy Cree communities. These Indigenous groups utilized the region's abundant marshes, salt springs, and lake resources for seasonal activities, including spring and fall migratory bird hunts, large-scale fisheries, and hunting of game such as moose and waterfowl. By the early 19th century, the area served as a key gathering place for trade, exploration, and temporary camps, with salt deposits at nearby La Saline processed through evaporation for use in preserving furs and food.

European influence arrived through the fur trade in the mid-19th century, with Hudson's Bay Company (HBC) explorers and traders accessing the northwest shores of Lake Winnipegosis via inland waterways from York Factory and Fort Prince of Wales. The HBC established an outpost at Shoal River in Duck Bay by 1867 and a trading post at present-day Camperville (initially known as Lot 6) under manager Mr. McKenzie, facilitating exchanges of furs, salt, and provisions with local Indigenous and incoming Métis hunters. Duck Bay House, an HBC post operational from 1859 to 1887 at the south end of the bay, became a wintering hub for Métis fishers, trappers, and traders who had migrated from Red River Settlement and western districts like St. François Xavier, St. Ambroise, and St. Laurent in search of employment and adventure. Many Métis integrated through marriages with Cree and Saulteaux women, contributing to early semi-permanent settlements tied to salt production and fur harvesting.

The formation of stable communities in the late 19th century was closely linked to Roman Catholic missions, primarily led by Oblate missionaries who responded to HBC requests for spiritual services among employees and locals. Father Georges Antoine Belcourt made the first recorded missionary visit to Duck Bay in 1839, followed by Father Pierre Aubert dit Darveau's travels in the area starting in 1842, though Darveau met a tragic end in 1844 near the community. In the 1860s, Oblate Father Joseph Charles Camper traveled from St. Laurent to encourage Métis settlement, leading to the construction of a small wooden church and school; the site was later named Camperville in his honor. By 1886, Father J.A. Dupont O.M.I. became the first resident priest, initiating parish records with the baptism of Métis-Sioux child Herman McKay, while Fathers St. Germain and Adelard Chaumont arrived in 1894 to establish a mission and stone residential school for Indigenous children, fostering community organization around religious and educational activities. On August 21, 1871, Treaty 2 was signed nearby at Manitoba House, covering the territory including the Lake Winnipegosis area. The Pine Creek Reserve was later established in the 1880s following the surrender of the Duck Bay Reserve under Treaty 4, formalizing some Indigenous land allocations amid these emerging settlements.

Duck Bay solidified its status as a designated northern community in Manitoba during the early 20th century, evolving from a seasonal fishing and homesteading outpost into a permanent settlement primarily inhabited by Métis families following the 1887 surrender of the nearby Duck Bay Reserve (under Treaty 4), whose occupants were relocated to the newly established Pine Creek Reserve to the south. Pine Creek First Nation adheres to both Treaty 2 (1871) and Treaty 4 (1874), reflecting layered historical agreements. This transition maintained close cultural and economic ties to the Pine Creek First Nation, with shared Anishinaabe heritage and intermarriage fostering ongoing connections, though Duck Bay operated outside reserve boundaries under provincial jurisdiction. Commercial fishing became a cornerstone of early development, with fish processing plants and ice houses established around 1900 to support whitefish and pickerel harvests from Lake Winnipegosis, supplemented by trapping and limited agriculture on non-arable lands.

Administrative separation from the adjacent Métis settlement of Camperville occurred gradually in the early 20th century, driven by distinct governance structures—Camperville as an independent non-Treaty community and Duck Bay aligning more closely with Pine Creek's federal oversight—while shared Roman Catholic missions and family networks preserved regional cohesion. Mid-century growth accelerated with infrastructure investments; Provincial Road 272 was constructed in 1940, providing all-weather access through the Pine Creek Reserve to Provincial Trunk Highway 20, enabling reliable transport of fish and goods to markets in Dauphin and Swan River despite seasonal flooding challenges. By the 1960s, educational facilities expanded with additions to the local school, transitioning from mission-based instruction to a modern day school under the Frontier School Division, serving children from Duck Bay, Camperville, and Pine Creek.

The establishment of the Duck Bay Community Council in June 1971 under The Northern Affairs Act marked a pivotal step in local self-governance, empowering a mayor and councillors to oversee community affairs, including public works, housing, and recreation facilities like a community hall and outdoor rinks. This era saw further infrastructure development, including a piped water system drawing from Lake Winnipegosis, low-pressure sewage lagoons, and electrical service from Manitoba Hydro, reducing reliance on manual water hauling and supporting population stability around 450 residents by the late 20th century. Economic activities remained anchored in commercial fishing, with two local fish stations processing catches from Lake Winnipegosis and surrounding waters for regional markets.