Winterton has a history going back to Roman times and several large mosaic floors and other Roman remains have been found there.

In October 1968, during road-widening works on the A1077, workers found a massive stone Coffin containing a skeleton later identified as being that of a young woman aged between 20 and 25 years of age, who stood 5'3" (1.6 m) tall (the so-called Winterton Lady).

She was of high status, as evidenced by the high quality of the coffin made from a single block of limestone and she was also found to be laid on a sheet of lead. Down the hill from this spot are the remains of one of the Winterton Roman Villas, which is famous for its mosaic pavements where it is most likely she lived.

Both Winterton and neighbouring Winteringham seem to contain mention of Winter or Wintra, the first of the kings of Lindsey with any pretence to an historical basis (after the mythological Woden). The position of the two settlements on the south bank of the Humber, close to the point where the main Roman road from the south reaches the river, may be significant, as it is the obvious point from where the settlement of Lindsey is likely to have originated