Asteroids are left over from the formation of our solar system. Our solar system began about 4.6 billion years ago when a big cloud of gas and dust collapsed. When this happened, most of the material fell to the center of the cloud and formed the sun.
Some of the condensing dust in the cloud became planets. The objects in the asteroid belt never had the chance to be incorporated into planets. They are leftovers from that time long ago when planets formed.
Picture Credit : Google