The central valley was an indigenous travel path where pottery and history can still be explored. A rock wall from a 1800s homestead cabin is nestled beneath a string of mature cottonwood trees. The San Marcos Arroyo passes through, on which a 1892 dam, originally built for the two area railroads, supplies water to the Cerrillos area and the ranch. The land includes the Cerrillos Reservoir to the north and is adjacent to the Cerrillos Hills State Park to the southwest.

A mining area from 600 AD to the 1980s, the Cerrillos Hills area was mined for turquoise by the indigenous Pueblo, silver and lead by the Spanish, and various metals and minerals during the Cerrillos mining district rush beginning in 1879. Parts of Azure Ranch were then dubbed "Poverty Flats" or "Poverty Hollow." The village of Cerrillos was then established as a tent camp between the lead and silver of the Cerrillos Hills to the north and the coal of Madrid and the gold of Placer and Ortiz Mountains to the south. It was the arrival of the railroad in 1880 that allowed the Village of Cerrillos to continue.

One hundred years later, Oscar Eugene (Gene) Shelton, a realtor by trade, began acquiring what is now Azure Ranch piece by piece with the intention of reselling it for a profit. However, Gene fell in love with this ranch that reminded him of his childhood in the hills of West Texas and kept it. At the time, in his 60s, Gene began planting apple trees. The majority of the apple trees on the property were planted by Gene during a twenty year period. The ranch has been held and developed by the family from then until the present time.