Route 33 was commissioned in 1932. Before that, parts of it were known as State Highway 304 (from Route 35 to US 7) and State Highway 176 (from US 7 to US 1). Its original route was 18.30 miles, from US 1 in Westport to the New York State line:

• Wilton Road and Westport Road, from US 1 to US 7 (this is also today's Route 33)
• Overlap with US 7 to Ridgefield Road (same as today)
• Ridgefield Road and Wilton Road to Main Street in Ridgefield (same as today)
• Main Street (overlap with Route 35 and North Salem Road (today's Route 116) to the New York state line

Extended and tweaked in Westport

In 1948, Route 33 was extended 1.4 miles south along Riverside Avenue to Route 136 at Bridge Street. Most but not all of this is part of today's Route 33. Riverside Avenue was a state road, but not signed: SR 404. In 1963, Route 33 was moved to Saugatuck Avenue, to end at Route 136 just beyond I-95.

Trimmed in Ridgefield; a "howdy neighbor" to NY 116

For decades, Route 33 changed numbers at the New York state line; their road, designated in 1930, was New York state route 116. In 1966, Connecticut contributed to the cause of state line route continuity by redesignating Route 33 north of Route 35 as Route 116. The already existing Route 116 in Litchfield became Route 118. This change left Route 33 at 15.58 miles long, retaining the overlap with Route 35, and ending where Route 116 began. In 1978, this overlap was removed, leaving Route 33 with its modern definition.

• Connecticut State Highway Department. Routes and Road Numbers on the State Highway System, Showing Control Numbers and Sections. Dated Jan. 1, 1942.
• State Highway Log, 1978.
• Connecticut Department of Transportation. "Route change table.xls". Microsoft Excel spreadsheet file, received April 4, 2008.