The Haven's existence can be traced back to 70 AD when it was used by the Romans as a naval base. The ferry from Brough across the Humber was an integral part of the Romans' Ermine Street for 400 years. At this time the Haven came further inland, to the present day site of the Ferry Inn, but during the 4th Century the changing shoreline and constant flooding left the Haven silted up with mud. It remained in use, mainly for the trading of coal, but during the 1800s this trade grew to include many other commodities such as grain, spirits, wines and building materials. However, with the advent of the railway and its growing importance, the use of the Haven for commercial activity declined.

In 1883 the Humber Yawl Club was founded, making it one of the oldest yacht clubs in Great Britain, and the haven is used by its members for the mooring of yachts. Prince Phillip was made an honorary member in 1957. Today the HYC is one of the strongest sailing clubs in the North of England.

Between 1908 and 1968 the Humber Conservancy Board had offices near the Haven. The Lower, Middle and Upper Whitton Lightships were the responsiblity of the Board, as was the charting of the upper reaches of the Humber estuary and ensuring that the positioning of the lightships and bouys accurately marked the shipping channels. In 1968 the British Transport Docks Board took over, leaving the Haven in 1991 when the offices were transferred to Hull.