Initially known as Revenue (after the Revenue family), in the late-nineteenth century the settlement took its namesake of Sandy from the nearby Sandy River, which itself had taken its name from Meriwether Lewis and William Clark during their 1805 expedition, who at that time named it the "Quicksand River" due to the abundance of sand on its banks. The river had priorly been named the Barings River after Sir Francis Baring, 1st Baronet, an English merchant banker, by Lieutenant W.R. Broughton of the Fort Vancouver expedition on October 30, 1792.