Like most other municipalities in the Upper Engadin, Celerina was first mentioned in official documents in 1139. At that time, the Bishop of Chur, Konrad I of Biberegg, commissioned a cellar to be built in the side of the hill to store the meat obtained as a tithe payment from his subjects, which was collected on his behalf by two families, one in Pontresina and one in Zuoz. The present-day name of Celerina derives from the original name, "Tschlarina", as the village is referred to in old documents, which today is written "Schlarigna" in the Romansh language ("Schler" means "cellar" in Romansh).
The name also has its roots in another local word for cellar, "Celler". Celerina drew up its own constitution as early as the 16th century, which regulated the affairs of the community and the rights and obligations of its residents.