The first documented mention of the city is in 1040, when the Scottish King Duncan I was killed by his cousin Macbeth (Mac Bethad mac Findlàich) in the Battle of Pitgaveney (near the modern city of Elgin).

David I (1080–1153) elevated Elgin to the status of a Royal Burgh in 1136. In 1224, Pope Honorius III decreed that the Cathedral of Moray should be built and declared Elgin a cathedral city. From 1230, Elgin also had a royal castle, built on the foundations of an earlier fortress of Duncan I.

Edward I chose Elgin Castle as his main base in 1296. He crushed the Scottish uprisings, but the country slipped further and further out of English control. Edward I died near Carlisle on a campaign against Robert Bruce. After 1390, Elgin was attacked several times by raiders from the Highlands.

Elgin Cathedral was once one of the largest churches in Scotland. The seat of the bishops of Moray was originally in Spynie Palace, about three kilometers northeast of Elgin. Bishop Andrew Murray moved the seat to Elgin in 1224, having probably begun construction of the Gothic-style cathedral several years earlier. Construction was completed in the years after 1242. In 1270, the cathedral and the adjacent canons' houses were badly damaged by fire. During reconstruction, the building was significantly enlarged and received, among other things, new side aisles. The high choir facing east was extended and built higher and received its still preserved front with two choir towers.

Alexander Stewart, 1st Earl of Buchan, known as the Wolf of Badenoch, a son of King Robert II, had divorced his wife in favor of a mistress after 1382. His wife then turned to the bishop, who then excommunicated Alexander. The Wolf of Badenoch, who had already had various disputes with the bishop, then attacked the towns of Elgin and Forres, which were under the bishop's control, and burned them down. The cathedral was also destroyed. However, under pressure from his brother Robert III. Alexander Stewart had to do penance and compensate the bishop for the damage caused, whereupon the bishop lifted the excommunication. The reconstruction of the church dragged on until the end of the 15th century

It now only remains as a ruin. During the Reformation in Scotland, the cathedral was abandoned in the 16th century and fell into disrepair over the following centuries.