Pickens County was a political subdivision of the Chickasaw Nation in the Indian Territory from 1855, prior to Oklahoma being admitted as a state in 1907. The county was one of four that comprised the Chickasaw Nation. Following statehood, its territory was divided among several Oklahoma counties that have continued to the present.

The Chickasaw Indians, after being removed from the southeastern United States to Indian Territory in the 1830s, were assigned to live within the boundaries of the Choctaw Nation. In 1855 the Chickasaw Nation was established as a separate entity. The boundaries and political subdivisions of the Chickasaw Nation may be traced to Choctaw laws and legislation.

Until the Chickasaws’ separation from the Choctaw Nation in 1855, the Choctaws divided their territory into four major administrative and judicial regions, or districts. Although the Chickasaw were free to live anywhere within the Choctaw Nation they chose, most were concentrated in its western region, known as the Chickasaw District.

In 1850 the Choctaw Nation approved a constitutional change that enabled each of its four constituent districts to be divided into counties. The Chickasaw District was divided into Panola County in the southeast, Wichita County in the southwest, Caddo County in the northwest, and Perry County in the northeast. The precise date of Wichita County's creation is unclear, but it had assumed its name and functions by at least November 1851, according to judicial proceedings published by the Bryan County Heritage Association in 1977. In 1854, the General Council of the Choctaw Nation changed the name of Wichita County to Pickens County.

Pickens County was named for Edmund Pickens (Chickasaw), also known as Okchantubby, a leader who helped negotiate the 1854 agreement by which the Chickasaw separated from the Choctaw and established their own nation and territory. He also was integral to making the treaty of alliance with the Confederate States of America in 1861. Pickens was elected on Nov. 4, 1848 as the prospective Governor of the Chickasaw Nation during an early attempt to secede from the Choctaw Nation.

Oakland, a community two miles northwest of Madill, was designated as the Pickens County seat.

A constitution promulgated on Aug. 30, 1856 established the new Chickasaw government and its counties of Panola, Pickens, Pontotoc and Tishomingo. A Chickasaw Senate law on Oct. 5, 1859 set their boundaries definitively.

The county government served mostly for judicial purposes. Voters elected the county judge and sheriff, who served two-year terms. Constables, or deputies, assisted the sheriff in keeping public order. They were particularly needed in Pickens County, which covered a much larger geographic area than most counties.