People have lived in the East Boldre area since prehistoric times and over thirty Bronze Age barrows are said to lie within the parish boundaries.

The village of East Boldre was originally a straggling hamlet and was known as Beaulieu Rails. This earlier name derived from the fact that the settlement had grown up along the wooden railings defining the western boundary of the Manor and parish of Beaulieu. The residents were once described in a parliamentary report in 1834 as "for the most part smugglers and deer-stealers".

The first church was a Baptist church founded in 1810. The Anglican church of St. Paul was built in 1839, but was restored and the chancel added in 1891. The ecclesiastical parish of East Boldre was formed in 1840. In 1871 there were 650 inhabitants. The village hall was built in 1917 and in 1929 East Boldre Civil Parish was created from the Parish of Boldre.

An airfield was built in East Boldre in 1910. There was a flying school here for two years before the airfield reverted to quiet grazing land, but in 1914 one of the sheds on the airfield was taken over by the Royal Flying Corps and by 1915 the demand for pilots for World War One was so great that a training school, called RFC Beaulieu was built on the area. On 24 October 1917, the village post office at East Boldre was accidentally damaged by a British aeroplane, and for six months the elderly inhabitants had to live under tarpaulins in the house even whilst transacting postal business. The camp was closed in 1919.

In 1942, during World War Two a three runway airfield, RAF Beaulieu, was built on the opposite side of the road. It was used by both the Royal Air Force and then later by the United States Army Forces. After the war, the Airborne Forces Experimental Establishment(AFEE) came to RAF Beaulieu, and used the former airfield as a parachute dropping zone until September 1950. The site was then neglected and the Air Ministry relinquished control of the land in 1959. Today model aircraft are flown on the site on a regular basis.

The film director Ken Russell and his fourth wife Elize lived in a thatched cottage in East Boldre. On 3 April 2006 the cottage burned down, destroying most of their possessions, including much of Russell's movie-making equipment. They afterwards moved to nearby Lymington.