The settlement of Cossacks on the Don has been known since the 16th century, when stanitsas and fortified towns began to appear throughout the Don steppe. At that time, they effectively marked the border of the Russian state.

The town of Veshki is first mentioned in 1571, when Tsar Ivan the Terrible approved the "Boyar decree on stanitsa and watch service." However, the history of the Veshenskaya stanitsa began even earlier, when free Cossacks established a small settlement on the banks of the Don, which later became an important center of Cossack life.

Thanks to its advantageous location, the Veshenskaya stanitsa constantly developed. Trade routes passed through it, and fertile lands and meadows ensured good harvests and sufficient hay reserves.

Cossacks from Veshenskaya participated in numerous wars, including the Russo-Japanese War of 1904-1905 and World War I. Don Cossacks also played a significant role in the Civil War.

On March 11, 1919, one of the largest uprisings against Bolshevik power, known as the Upper Don Uprising, began in Veshenskaya. It was triggered by repressions against Cossacks returning from the fronts of the Civil War. The uprising was spontaneous, and tens of thousands of Cossacks took up arms again. This bought time and led to the creation of the Armed Forces of South Russia (VSYUR), a coalition of white troops under Denikin's command to fight against the Red Army.

The Don Cossacks managed to hold back the Bolshevik advance and soon joined the main forces of VSYUR. The actions of the rebels contributed to the successful offensive of the white army in the summer of 1919.

These events are detailed in the famous epic novel by Mikhail Sholokhov, "And Quiet Flows the Don." The main character, Grigory Melekhov, commanded the Veshenskaya division of rebel Cossacks. The writer knew well what he was writing about, as Veshenskaya stanitsa was his homeland. Today, the State Museum-Reserve of M.A. Sholokhov operates here, and every year on the last weekend of May, the "Sholokhov Spring" festival takes place in the stanitsa.