In the course of the administrative reform carried out in 1708 by Peter the Great, the east of the current area of the district was included into Archangelgorod Governorate. In 1780, Arkhangelogorod Governorate was abolished and transformed into Vologda Viceroyalty, and in 1796 the latter was split into Arkhangelsk and Vologda Governorates. What is now Sheksninsky District was then a part of Vologodsky Uyezd of Vologda Governorate.