The Windsor & Eton Express was founded by Charles Knight, and the first edition went on sale on the 1st of August 1812. Knight remained in charge of the Express until 1827 - it was then run by trustees until Richard Oxley bought it in 1835. The Oxley family owned the paper for the next 150 years.

In 1838, the Express moved from their original offices in Church St, Windsor, to 4 High St, Windsor. It was shortly after this that the newspaper was printed on a mechanical press for the first time.

In 1887, the Express was published on a Friday for the first time, and the following year carried its' first ever illustration, a portrait of Queen Victoria to mark her Golden Jubilee.

A separate Slough edition of the Express began to be printed in 1920.

In 1933, Francis Graves took over as editor of the Express. He was an important figure in the newspaper world nationally, as he played a leading role in the formation of the Press Council. Graves remained editor for 22 years, and during his time in charge the Express began carrying news on the front page (in September 1939). Previously the front page had been used for advertising.

Graves' successor, Philip Whitehurst, was also editor for 22 years, from 1955 - 1977, and this was a period of technical progress for the paper. They began to use the web-offset process for printing, which meant that they could use photographs and colour much more easily (the first colour photo in the paper was in 1965). They later started using computerised photo-setting.

In 1985, the Oxley family sold the Express to Speyhawk, who then sold it on to The Argus Group. The following year they moved to new offices at 256 Ipswich Road in Slough.

1993 saw another change of ownership, as the Argus Group sold some of its' newspapers, including the Express, to Trinity International Holdings.

2001 saw another move, but just 200 yards down the road, to 487 Ipswich Road. And in May 2008 came another change in ownership, when the Slough & South Bucks Express and the Windsor & Eton Express were taken over by Baylis and Co, who publish the Maidenhead Advertiser.