Wentworth Falls was first known as Weatherboard Hut, because of the slab huts built there by William Cox while he was forging the road over the Blue Mountains in 1814. It was later renamed Wentworth Falls in honour of William Charles Wentworth, one of the three explorers who crossed the mountains in 1813 - its nickname is 'An Explorer's Village'.

Just south of the town of Wentworth Falls there are views of the Jamison Valley and of the 300-metre Wentworth Falls themselves, from Falls Reserve which is the starting point for a network of walking tracks.