At the February term, 1847, the County Court let a contract to build a jail on the northwest corner of the square. It was used until 1860 when a more secured prison was built. The first jail was built by John and Clem Oatman. The building was two stories high, sixteen feet square, and the walls consisted of two thicknesses of hewn solid oak logs, 12 inches square. Each story was eight feet high. It was placed into service Sept. 1, 1847.

The second jail was a substantial structure which still stands today one block south of the square on 15th street. Work was begun in 1861 on the $8,000.00 contract, but due to the civil war was not completed until 1864. The jail was 22 feet square, two stories high, and was built from large dressed stone weighing from one to two tons each. In 1875, strong iron cells were put in at a cost of $2,400.00 to prevent the prisoners from loosening the stones. The jailer's residence adjoined the jail on the south. It was 15 by 30 feet in size and was built of brick.

The Harrison County court house was built in 1939. The jail was built on the third floor of the court house. At the time it was considered one of the most secured jails in the area. The current jail was built in 2003 and houses 42 inmates and the sheriff's office, Bethany Police Department and Probation and Parole is located on the first floor. The jail is in the basement and houses prisoners for the Harrison County Sheriff's Office and the Gentry County Sheriff's Office.