In the 16th century, the Bajorans made first contact with the Cardassians when several Bajoran lightships, which were designed to explore the space surrounding Bajor, reaching Cardassia after being propelled there by tachyon eddies in the Denorios Belt. In the 24th century, this fact was frequently mentioned in the propaganda broadcasts of the Klingon-Cardassian Alliance as evidence of the historic bond between the peoples of Bajor and Cardassia. (TNG - Mirror Universe novel: The Worst of Both Worlds)
Hundreds of years prior to the 24th century, Kai Dava Nikende foresaw the conquest of Bajor by the Terran Empire in 2255 and the suppression of the Bajoran religion which involved the killing of its priests and the destruction of its icons such as the Orbs of the Prophets. Consequently, he preserved a fragment known as a paghvaram each of them. During his orb experience with the Orb of Souls, he made contact with his primary universe counterpart, who was likewise the Kai of Bajor, and one of the fragments was transported to that universe for safekeeping. The paghvaram was kept in the village of Sidau in Hedrikspool Province until it was stolen by Iliana Ghemor in 2376. (DS9 novel: The Soul Key)
In 2255, Imperial Starfleet vessels first arrived at Bajor and discovered a world inhabited by an aggressive, yet passionate species of farmers and craftsmen. While the Bajorans were technologically capable of mounting a resistance to the empire, their fleets of spacecaft were far too few in number to do so effectively.
Before attempting a full-scale invasion, Starfleet studied the Bajorans and their homeworld covertly and then dispatched a fleet of vessels under the command of Admiral Gorek, an Andorian. Much to the Admiral's surprise, the Bajorans refused to submit, even after the "Bajoran outback" was turned into wasteland through planetary bombardment. Within a week, the Bajoran fleet was destroyed and the empire laid claim to the planet. All those who resisted and publicly opposed the will of the Terran Empire were rounded up and killed. In the end, over 125 million Bajorans died in the conquest of Bajor.
Following subjugation, a colonial government was established and headed by a Vulcan named Elthur who proceeded to squeeze as much wealth from the planet as possible. Imperial labor camps were created in key mining locations across Bajor, and millions of Bajorans died as a result of the harsh conditions under which they toiled for the empire. Gallitep was, by far, the worst of all the camps. Moreover, since Bajor's atmosphere and climate closely matched that of Earth, millions of Bajorans were forcibly relocated to make room for Human colonists. Estates and homes were awarded to imperial officers, and the most picturesque locations were turned into vacation resorts where Bajorans were forbidden unless they worked as servants.
Nonetheless, the Bajorans did fight back and established an underground resistance movement. Mining camps were sabotaged and the homes of imperial officers were attacked and vandalized. In 2283 the imperial palace of the governor was even assaulted. As resistance grew, imperial officials decided to make an example and executed 42 resistance members captured in the Kendra Valley. The incidence, known to the Bajorans as the "Kendra Valley massacre," only served to fan the flames of resistance. (Decipher RPG module: Through a Glass, Darkly)
The Bajoran religion was suppressed and driven underground by the Terran Empire. The Terrans killed all of its priests and destroyed its icons such as the Orbs of the Prophets. Enclaves of worshipers still existed on Bajor in 2377. (DS9 novel: Fearful Symmetry)
With the rise of the Klingon-Cardassian Alliance in the late 23rd century, Bajor was freed from imperial domination and sought immediately to join the Alliance. Bajoran soldiers eagerly joined in the fight against the Terran Empire as a means to avenge their people's treatment while under imperial rule. The tomb of the first colonial governor, Elthur of Vulcan, was desecrated and the head of Nathan Kwan, the last Human governor, was paraded through the streets of the Bajoran capital, Theladria. As the Alliance grew, new slaves arrived on Bajor, Terran slaves, who were forced to restore the planet they had once looted. Through slave labor, ruins were rebuilt, rivers were cleansed of pollution, and wastelands were made green again. Ore processing moved off world to the orbiting facility of Terok Nor. By the late-24th century, Bajor's people were freed from work by the existence of replicator technology and the large number of slaves. Bajorans have devoted themselves to the development of the arts, small business, or hobbies. Intendant Kira Nerys is the unquestioned ruler of Bajor and the Bajoran system and she rules from her office on Terok Nor. (Decipher RPG module: Through a Glass, Darkly)
In a permutation of the mirror universe in which the Terran Empire survived well into the 24th century, Bajor was still a subject world of the Empire in 2377. The planet's military governor was the Imperial Starfleet officer Fleet Captain Benjamin Sisko, a man distinguished by a scar across his right eye, given to him by his father who had betrayed him. He eventually discovered the Bajoran wormhole and became the Emissary of the Prophets. (DS9 novel: Fearful Symmetry)