In July of 1885 the Sibley County Fair directors met to select a location to hold the fair for the next 5 years. The village of Arlington was selected and the fair was held there September 24-26. Prior to that it was in Henderson.

The City of Arlington donated $1,700 and grounds to keep the fair for the next 5 years. On the grounds, west of the Catholic Church, a half-mile track was built and buildings were constructed to house exhibits. The grounds were to be used for both the fair and also as a park.