In Sterparo stood in ancient times a very important place of worship, witnessed by the discovery of numerous Stele funeral anthroporphic, dating back to the third millennium B.C. Some theories identify in Castelluccio the village (Oppidum) from beneficial waters and healthy, recounted in the Fifth Satire of Horace, a connoisseur of the villages that rose along the Via Appia, in the wake of his frequent trips between Rome and Brindisi. To witness the history of the place in Lamia are visible the remains of the so-called well of Hannibal: tradition in fact wants that it was the Carthaginian to have it built to meet the needs of his troops, who settled in these territories for a long time during the Second Punic War.
The primitive urban settlement grew and expanded under different dominations, during the Byzantine one assumed the current name of Castelluccio dei Sauri, due to the presence in the territory of a nucleus of the Isauric Cavalry. The first document certain the existence of the country dates back to 1118, the year in which Count Robert II of Loretello made a gift to the Chapter of the Church of Bovino. Under the Swabian domination of Frederick II, the town became a royal "masseria".
In the Angevin era it returns among the possessions of Captolo Bovinese. It begins a phase of decline for the village, which will lead to the complete depopulation towards the middle of the fifteenth century. Later, repopulated by an Albanian colony, and known for this as Castelluccio degli Schiavi, was set on fire in 1549 by Viceroy Pietro di Toledo to punish the violent rebellions of its inhabitants. In 1564 Giovanni Guevara, lord of Bovino, bought the fief of Castelluccio dei Sauri.
Today Castelluccio dei Sauri is known mainly by horse lovers, thanks to the great hippodrome that hosts horse races of national level.