Caledonia is a town in Lowndes County, Mississippi, United States, northeast of Columbus. The population was 1,041 at the 2010 census. Caledonia was first settled in the 1820s by settlers from Tennessee, Kentucky, Georgia, Alabama, North Carolina, and South Carolina. It was likely named after Caledonia, as many of the settlers were Scots-Irish…Caledonia is a town in Lowndes County, Mississippi, United States, northeast of Columbus. The population was 1,041 at the 2010 census. Caledonia was first settled in the 1820s by settlers from Tennessee, Kentucky, Georgia, Alabama, North Carolina, and South Carolina. It was likely named after Caledonia, as many of the settlers were Scots-Irish. A post office first opened in Caledonia in December 1836 and operated under the name Ridgeway. By 1840, the community was home to a bank and hat factory. In 1900, the population of Caledonia was 201.