The origins of the municipality go back to the Celts and Romans, as proven by the place names and several important archaeological sites. During the Frankish period and the early Middle Ages, the three villages of Bereldange, Helmsange and Walferdange, which make up the present-day municipality of Walferdange, were gradually formed.

Walferdange, together with the two other localities Bereldange and Helmsange, became an autonomous parish in 1843 and an autonomous commune in 1850. From 1850 to 1879, Walferdange was the residence of Prince Henry of the Netherlands, lieutenant to his brother William III, King of the Netherlands and Grand Duke of Luxembourg. From 1946 to 1966, Walferdange was a garrison of the Luxembourg army.