Following the ancient route of the Roman road from the Po Valley to Gaul, one can spot the exact location where Cesana is located today. The name Sesana appears in some documents in the 11th century,
In the early Middle Ages, the road lost its commercial relevance, while maintaining its military importance.
In 1155 the Dauphin Guigues V asked Emperor Frederick I for permission to mint copper and silver coins in Cesana. From 1281 these coins bore the Dauphin as symbol of the lords and it was present in all the coats of arms of the surrounding area.
A legend, which may have some basis in truth, tells of a feudal lord of Cesana, Desorsus Tolosano, who had established a tyrannical regime, thought to exploit for his own pleasure the ius primae noctis (i.e. the custom whereby the ‘master’ who, on the occasion of the marriage of one of his servants, could take the place of the husband on the wedding night). In this endeavour, he was killed by a Cesanese dressed as a bride, and the same fate befell his son.