Mount McGillivray was named for Duncan McGillivray (1770-1808), one of the first white men along with David Thompson to see the Bow Valley. In November of 1800, McGillivray and Thompson rode south on a trip from the newly established fort at Rocky Mountain House and explored west into the Bow Valley as far as what is now Mount McGillivray in search of the headwaters of the Columbia River. The mountain's name was officially adopted in 1957 by the Geographical Names Board of Canada.