The Order of Knights of Pythias was founded on February 19, 1864, in Washington, D.C., by Justus H. Rathbone. Rathbone was a Treasury Department clerk who hoped a fraternity built on friendship could help heal a nation divided by the Civil War. He based the Order's ritual on the Greek legend of Damon and Pythias, two friends so loyal that one offered his life as surety for the other. Their devotion moved even the tyrant who had condemned them, and he set both men free. President Abraham Lincoln sent the new Order his good wishes, and in 1870 it became the first fraternal organization chartered by an Act of Congress.

The Order came to Illinois on May 4, 1869, when Welcome Lodge No. 1 was organized in Chicago with nineteen members. Within a year, five lodges had petitioned to form the Grand Lodge of Illinois. The Order grew quickly: by 1895 the Domain counted 525 lodges and more than 38,000 Knights, in places ranging from Rock Island to the village of Latham. Illinois.

Members of the Order have included Presidents William McKinley, Warren G. Harding, and Franklin D. Roosevelt, who was initiated in the White House in 1936. Supreme Court Justice Hugo Black and Illinois native William Jennings Bryan were also members.

Today, the Grand Lodge of Illinois carries on the Order's founding principles of Friendship, Charity, and Benevolence, working toward "Peace Through Understanding" among people of good will.