The earliest settlement in the area of All Cannings was at Rybury Camp, on the downs above the village. The Iron Age settlement at the farm of All Cannings Cross is an important site in study of that period. There is also evidence of settlement from Neolithic and Roman times.
The toponym is believed to be a derivation of "Old Canning" and a village probably existed on the current site by the 10th century as the invading Danes at that time referred to Canning Marsh. There was a church from early in the 13th century and the earliest features in the current Church of England parish church of All Saints are late Norman. By the 14th century the village had a water mill, but this had disappeared by the 18th century.
In 1868 the Francis Baring, 3rd Baron Ashburton, and his tenant farmer Simon Hiscock decided to each build a pair of semi-detached workers cottages. They had two plots adjacent of the same size. The tenant built his pair of brick, his Lordship of concrete - the only major difference is that in the absence of internal shuttering the concrete chimneys are straight rather than bent to combine into a single chimney stack. Both pairs of cottages still stand largely unaltered. One of the concrete houses has had an extension added in June 2006.
This experiment is unknown and unacknowledged outside the area. While these houses may not be the very first concrete houses built, they were built within a couple of years of the first one - the time-line is not clear and are certainly the biggest example of a group of dwellings built then.