Days of thanksgiving, that is, days attributed to giving thanks to deities, have existed for thousands of years and long predate the European colonization of North America. The first recorded "Thanksgiving" in North America occurred in 1579, in what would become Canada.

Documented thanksgiving services in what is currently the United States were conducted as early as the 16th century by the Spaniards and the French. These days of thanksgiving were celebrated through church services and feasting. Historian Michael Gannon claimed St. Augustine, Florida, was founded with a shared thanksgiving meal on September 8, 1565.The thanksgiving at St. Augustine was celebrated 56 years before the Puritan Pilgrim thanksgiving at Plymouth Colony (in what is now Massachusetts), but it did not become the origin of the national annual tradition.

Thanksgiving services were routine in what became the Commonwealth of Virginia as early as 1607; the first permanent settlement of Jamestown, Virginia, held a thanksgiving in 1610. On December 4, 1619, 38 English settlers celebrated a thanksgiving immediately upon landing at Berkeley Hundred, Charles City. The group's London Company charter specifically required "that the day of our ships arrival at the place assigned for plantation in the land of Virginia shall be yearly and perpetually kept holy as a day of thanksgiving to Almighty God". This celebration has, since the mid 20th century, been commemorated there annually at present-day Berkeley Plantation, the ancestral home of the Harrison family of Virginia.