When Europeans began to explore the Illinois country, most of the Native Americans they met were members of the Illini tribe. The first of these explorers, in 1673, was a group led by Louis Joliet, a cartographer, and Pere (Father) Jacques Marquette, a french Jesuit missionary. Marquette and Joliet, accompanied by French voyageurs, paddled down the Mississippi River in search of a passage to the Pacific Ocean. On the Mississippi Bluffs, they encountered something which has become a local legend: "we saw . . two painted monsters which at first made us afraid and upon which the boldest savages dare not long rest their eyes." They learned that the creature was part bird, with the face of a man, scales like a fish, horns like a deer, a long black tail. The creature was called Piasa. A representation of the Piasa Bird is still maintained in paint on the bluffs about twenty miles from Pere Marquette State Park.

Learning from the Native Americans that the Mississippi River emptied into the Gulf of Mexico, Marquette and Joliet turned back, returning by way of the Illinois River and stopping near what is now Pere Marquette State Park. A large stone cross east of the park entrance commemorates their historic landing here.