Dovray received its name from Dovray Township, which was originally named Dovre, in honor of Dovre, a village in Norway, and for the Dovrefjield, a mountainous plateau, which is also in Norway. The spelling was altered when it was learned that another township in Kandiyohi County had received the same name in 1869, but the identical pronunciation was retained. The town originally began in 1895 with the establishment of a cooperative creamery one mile north and one mile east of the present townsite. When the Chicago St Paul Minneapolis and Omaha Railroad laid tracks in 1899 and bypassed the town, the townspeople moved themselves and their city to a favorable spot on the railroad line. The new townsite was platted in 1904, but not incorporated until January 2, 1924. The town received a post office in 1895, transferred from nearby Holly Township.