Named for the post-Civil War Mississippi statesman Lucius Quintus Cincinnatus Lamar, the county was carved out of Marion County to the west in 1904. It is largely a rural county, except for its northeast quarter, which is within the city limits of Hattiesburg.
As of the census of 2000, there were 39,070 people, 14,396 households, and 10,725 families residing in the county. The population density was 79 people per square mile (30/km²). There were 15,433 housing units at an average density of 31 per square mile (12/km²). The racial makeup of the county was 85.34% White, 12.90% Black or African American, 0.17% Native American, 0.65% Asian, 0.01% Pacific Islander, 0.30% from other races, and 0.64% from two or more races. 1.09% of the population were Hispanic or Latino of any race.
There were 14,396 households out of which 38.40% had children under the age of 18 living with them, 59.60% were married couples living together, 11.50% had a female householder with no husband present, and 25.50% were non-families. 20.40% of all households were made up of individuals and 7.10% had someone living alone who was 65 years of age or older. The average household size was 2.68 and the average family size was 3.11.
In the county the population was spread out with 28.00% under the age of 18, 10.90% from 18 to 24, 30.40% from 25 to 44, 21.00% from 45 to 64, and 9.70% who were 65 years of age or older. The median age was 33 years. For every 100 females there were 93.30 males. For every 100 females age 18 and over, there were 90.10 males.
The median income for a household in the county was $37,628, and the median income for a family was $44,611. Males had a median income of $32,791 versus $22,260 for females. The per capita income for the county was $18,849. About 9.70% of families and 13.30% of the population were below the poverty line, including 15.30% of those under age 18 and 17.00% of those age 65 or over.
Lamar County has the fifth highest per capita income in the State of Mississippi.