Neundorf was first mentioned in a document in 1500. The village owned a chamber estate and sent school children to Lobenstein. In 1638, the village was given its own school building, which was soon no longer sufficient for the growing population. For this reason, a new school building was erected and inaugurated in 1771. The new building also served as a place of worship. In the 19th century, it was mainly farmers who lived in Neundorf. According to a folk tale, the village was founded by nine families who originally lived scattered in the forest, but eventually settled next to each other on the instructions of the sovereign.

Neundorf belonged to the Principality of Reuß and was divided between the Reuß-Lobenstein and Reuß-Ebersdorf lines in the course of the division of Lobenstein's dominion, which was expressed in the fact that both houses alternately appointed teachers and village councillors for Neundorf. In 1710, farmers from Neundorf, together with farmers from Helmsgrün and Thimmendorf, revolted against front duties to the Emperor. These front duties were enforced in 1750 with the transfer of 70 soldiers to Neundorf.

Neundorf included Heinrichsgrün, a princely estate which also served as the seat of the forester. The town's coat of arms is a fork on a red background, between golden stripes. This is a gold digger's fork. The stripes in turn symbolize the streams Kosel and Langwasserbach, in which gold was supposedly once panned.

Neundorf originally had its own chapel in Hornsgrün, but this closed before the Reformation, which is why the parish was moved from Hornsgrün to Lobenstein. Hornsgrün supposedly goes back to a forester named Horn, who built a once popular inn on this site. This inn was located on an old military road across the Thuringian Forest.

In the 19th century, there were plans to build a rail link between Erfurt and Hof via Schleiz. This would have been routed via Hornsgrün. However, such a project was never realized.