As archaeological excavations convincingly proved, the first settlement existed there in the distant past. The region of Bijelo Polje has been populated since the Neolithic period. There was also found the stone axe in the village Majstorovina near Bijelo Polje, which also dates from the Neolithic period. Dating from The Bronze Age (3,000 to 1,000 years BC), the remains of material culture were found in the village of Bijedici. There were also found two axes of the Adriatic type in the Ostrelj village. According to the artifacts in the city, we can determine that the first prehistoric settlement existed in the present area of Bijelo Polje. All these evidences prove that a man had resided through the older period of the Iron Age; that all these products came from the Illyrian tribe whose territory encompassed the area of Bijelo Polje as well.

The remains of the Illyrian-Roman culture were found at the site near the church of Holly Virgin in Voljavce. There were also found the traces of the cult place in Zaton, 15 km away from Bijelo Polje and the tombstones in Dubovo.

Before the World War II the altar was unveiled at this locality, with the inscription of a solid white stone, built up to the Roman God of Hercules. Today, this altar is kept in the church of St. Nicholas in Nikoljac. Probably, during the Roman period there was a town called Municipium with its particular government around the area of Bijelo Polje.

According to the archaeological findings near the city, it is possibly to speak of the existence of a Roman settlement on the coast of the Lim River, close to the present center of Bijelo Polje. The Roman copper coin, hat belonged to Probus emperor had been found in the settlement of Pruska and it comes from the second half of the 2nd century. There were the tombstones found at the locality of the Latin gravestones, coming from the 2nd and the 3rd centuries of the N. Age.