Rudston has been continuously inhabited since pre-historic times. It takes its name from the Rood Stone or Monolith in the churchyard. Archaeology has revealed Neolithic and Bronze Age barrows and Iron Age cemeteries. A Roman villa stood ½ mile from the village, on the site of huts of immediately pre-Roman date. The artefacts are displayed in the Hull & East Riding Museum.

The pattern of fields results from the enclosure of 1777, progressively altered, since most of the area is under arable cultivation. Thorpe Hall is the only house on the site of the former village of Thorpe and is situated ½ mile east of Rudston. Low Caythorpe farmhouse, a further ½ mile east, has been the only dwelling of the former village of Caythorpe since the 1760's.

The Gypsey Race, a spring fed stream, running through the valley, is widened out to form lakes, used to keep fish, at Thorpe Hall and then flows east to the harbour at Bridlington where it joins the North Sea.