Historical fiction is a sub-genre of fiction. Historical fiction may center on historical or on fictional characters, but usually represents an honest attempt based on considerable research (or at least serious reading) to tell a story set in the historical past. Examples of this are Knight's Fee, by Rosemary Sutcliff which is about a young boy who grows up in early medieval England, who then becomes a knight, and takes part in a battle. The main characters are fictional (made up) but there are many real people, and the places, times, and battles are real.
See historical fiction for a list of historical fiction books on the wiki.