The first settlements in the valley were in Neolithic times. A hearth from this period was uncovered in Eaton Socon, and there have been isolated finds of flint tools and hand axes. There is rather more evidence from the Bronze Age (pottery, polished stone axes, burial mounds), and from the Iron Age a timber structure (possibly a temple) and several small, Iron Age settlements.
This pre-Roman activity would have altered the natural landscape quite markedly, mostly through the felling of timber to clear fields and construct buildings.
During the Roman period, from the mid-1st century to the mid-5th century, the nearest large settlement was at Godmanchester, with another at Sandy. A Roman road joined the two and passed close to present-day St Neots, and there are traces of other roads as well. Apart from two villas and some earthworks, until recently, only scattered Roman remains had been found, mostly coins and pottery in Eynesbury. However, excavations east of the railway line on what was known as Love's Farm in 2005–6 have revealed a farming settlement the extent and character of which will be known only when the finds have been assessed, which may take some time. There is little evidence of large-scale settlement in Roman times, but the area around St Neots was certainly used for farming and was crossed by roads and tracks. Romans and Britons lived and worked here, but probably not in a town.