The Cowboys' home ballpark was constructed during the spring of 1939, as a
WPA project costing $30,000. The team's first Pioneer League game was played on May 2, 1939, when they lost an away game to the
Pocatello Cardinals by a score of 17–1. The Cowboy's first home game in Twin Falls was played on May 5, when the Cowboys again lost to the Cardinals, 6–3. Statistics for the team between the 1939 and 1949 seasons are incomplete; also, the league did not operate from 1943 to 1945 due to
World War II. Records do show that the Cowboys were the Pioneer League champions three times; 1939, 1947, and 1948. The Cowboys were second in the Pioneer League in 1950, posting a 76–50 record under manager
Wally Berger. Ray Posipanka hit 32
home runs for the Cowboys, leading the team; Svend Jessen contributed 25 more home runs en route to posting a league leading 141 team home runs during the 136 game season. Second baseman Don Trower took over as manager in the 1951 season, in which the Cowboys went 71–68. when he was struck over the heart by a throw from Trower while distracted; he died within minutes of the impact. In 1952, the
Magic Valley Cowboys became Twin Falls' team in the Pioneer League; meanwhile the
Boise Yankees became New York's minor league affiliate in the Pioneer League. ==Season records==