Under the Ancien Régime, political and dynastic events divided the province into four separate fiefs.

County of Auvergne: It was established in 781 for Louis the Pious, son of Charlemagne, and king of Aquitaine. The breakup of the Carolingian empire made Auvergne a dependency of the counts of Poitiers, administered by viscounts who eventually asserted their independence and claimed the title of count. In 1536 Catherine de Medici, at that time Dauphine of France, inherited the county from her mother's family, La Tour d'Auvergne. In her will she left it to one of Charles IX's bastards, but in 1608 it was given to her daughter, Marguerite de France, who gave it to the current Dauphin, who became Louis XIII in 1610. Louis XIV gave it back to the house of La Tour d'Auvergne in 1651, who kept it until the Revolution.

Dauphiné of Auvergne: In 1167 Guillaume VII, count of Auvergne was deposed by his uncle, who became Guillaume VIII. Nevertheless, he was allowed to retain the fiefs of Roanne and Thiers, and styles himself Dauphin of Auvergne, in imitation of the Dauphins of Viennois, from whom he was descended. The Dauphins of Auvergne were also Counts of Clermont. The last holder was Anne-Marie-Louise d'Orléans, duchess of Montepensier, who left it to the Crown.

Duchy of Auvergne: in 1209 Philippe Auguste, king of France confiscated the majority of the county of Auvergne. Hence forth these lands were used as an appanage for princes of the royal family.

Ecclesiastical fief of Clermont: At one time the bishops of Clermont were important feudal lords of the town of Clermont, but Catherine de Medici usurped this function.