This diagonal Fairfield County route is notable for being the lowest surviving number in the geographical clustering system established in 1932. Other highways such as Route 45, Route 61, Route 79 and Route 87 fit in the system.
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:
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.
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.