The Commonwealth of Kentucky is a state located in the East Central United States, normally included in the group of Southern states, but sometimes included, geographically and culturally, in the Midwest. Kentucky is one of four U.S. states established as a commonwealth. Originally a part of Virginia, in 1792 it became the 15th state to join the Union. As of 2007 Kentucky is the 37th largest state in terms of land area, and ranks 26th in population.

Kentucky is known as the "Bluegrass State," a nickname based on the fact that bluegrass is present in many of the lawns and pastures throughout the state. It is a land with diverse environments and abundant resources, including the world's longest cave system, the most miles of navigable waterways and streams in the Lower 48, the two largest man made lakes east of the Mississippi River, the highest per capita number of deer, turkey, and elk in the US, and the most productive coalfield in the US. Kentucky is also known for thoroughbred horses, horse racing, bourbon distilleries, bluegrass music, automobile manufacturing, and University of Kentucky basketball.

The origin of Kentucky's name (variously spelled Cane-tuck-ee, Cantucky, Kain-tuck-ee, and Kentuckee before its modern spelling was accepted) has never been definitively identified, though some theories have been debunked. For example, Kentucky's name does not come from the combination of "cane" and "turkey", nor does it mean "dark and bloody ground" in any known Indian language. The most likely etymology is that it comes from an Iroquoian word for "meadow" or "prairie" (c.f. Mohawk kenhtà:ke, Seneca këhta’keh). Other possibilities also exist: the suggestion of early Kentucky pioneer George Rogers Clark that the name means "the river of blood," a Wyandot name meaning "land of tomorrow," a Shawnee term possibly referring to the head of a river, or an Algonquian word for a river bottom.

Although inhabited by Native Americans in prehistoric times, when explorers and settlers began entering Kentucky in the mid-1700s, there were no major Native American settlements in the region. Instead, the country was used as hunting grounds by Shawnees from the north and Cherokees from the south. Much of what is now Kentucky was purchased from Native Americans in the treaties of Fort Stanwix (1768) and Sycamore Shoals (1775). Thereafter, Kentucky grew rapidly as the first settlements west of the Appalachian Mountains were founded, with settlers (primarily from Virginia, North Carolina, and Pennsylvania) entering the region via the Cumberland Gap and the Ohio River. The most famous of these early explorers and settlers was Daniel Boone, traditionally considered one of the founders of the state. Shawnees north of the Ohio River, however, were unhappy about the settlement of Kentucky, and allied themselves with the British in the American Revolutionary War (1775–1783). Kentucky was a battleground during the war; the Battle of Blue Licks, one of the last major battles of the Revolution, was fought in Kentucky.

After the American Revolution, the counties of Virginia beyond the Appalachian Mountains became known as Kentucky County. Eventually, the residents of Kentucky County petitioned for a separation from Virginia. Ten constitutional conventions were held in the Constitution Square Courthouse in Danville between 1784 and 1792. In 1790, Kentucky's delegates accepted Virginia's terms of separation, and a state constitution was drafted at the final convention in April 1792. On June 1, 1792, Kentucky became the fifteenth state to be admitted to the union and Isaac Shelby, a military veteran from Virginia, was elected the first Governor of the Commonwealth of Kentucky.

Kentucky was a border state during the American Civil War. Although frequently described as never having seceded, a group of Kentucky soldiers stationed at Russellville did pass an Ordinance of Secession under the moniker "Convention of the People of Kentucky" on November 20, 1861, establishing a Confederate government for the state with its capital in Bowling Green. Though Kentucky was represented by the central star on the Confederate battle flag, the legitimacy of the Russellville Convention may well be questioned, as only a year earlier, philosopher Karl Marx records in a letter to Friedrich Engels that the result of a vote deciding how Kentucky would be represented at a convention of the border states was "100,000 for the Union ticket, only a few thousand for secession." Kentucky officially remained "neutral" throughout the war due to Union sympathies of many of the Commonwealth's citizens. Even today, however, Confederate Memorial Day is observed by some in Kentucky on Jefferson Davis' birthday, June 3.