Paonia is a statutory town in Delta County, Colorado, United States. The population was 1,447 at the 2020 census. The area was first explored by a white man of European descent in 1853, Captain John W. Gunnison of the United States Army. Gunnison was on an expedition for the Corps of Topographical Engineers to locate a suitable pass through the Rockā¦Paonia is a statutory town in Delta County, Colorado, United States. The population was 1,447 at the 2020 census. The area was first explored by a white man of European descent in 1853, Captain John W. Gunnison of the United States Army. Gunnison was on an expedition for the Corps of Topographical Engineers to locate a suitable pass through the Rocky Mountains.