This territory was first granted in 1733 to Colonel Josiah Willard who petitioned the Massachusetts government for a tract on the east side of the Connecticut River. The township was identified as a plantation called Arlington, and was incorporated in 1739 without a name, but at the time, the town was referenced as Winchester. After the New Hampshire-Massachusetts border changed, Josiah Willard petitioned the New Hampshire government in 1750 and 1753 for incorporation. The name Winchester was probably in honor of Charles Paulet, Marquis of Winchester, third Duke of Bolton, and constable of the Tower of London.

 Population change for Winchester totaled 1,762 over 56 years, from 2,411 in 1960 to 4,173 in 2016. The largest decennial percent change was an increase of 21 percent between 1970 and 1980, which followed a 19 percent increase between 1960 and 1970. The 2016 Census estimate for Winchester was 4,173 residents, which ranked 90th among New Hampshire's incorporated cities and towns.(info from NHES website)