Geoffrey Fitz Peter, 1st Earl of Essex, built the castle in the late 12th century. Anne, Duchess of Buckingham, rebuilt the inner court in the late 15th century, and the Wingfield family remodeled it as a Tudor manor after 1522. Catherine of Aragon was held there from April 1534 and died there on January 7, 1536. Charles Montagu carried out extensive works from 1690 to 1720. Henry Bell is credited, on stylistic grounds only, with the courtyard remodeling of 1690 to 1695. Sir John Vanbrugh designed the rebuilt south wing after it collapsed, with Nicholas Hawksmoor assisting.
George Montagu, the 4th Duke of Manchester, commissioned Robert Adam to design the gatehouse, built in 1766. The article gives no building materials.
The Montagu family held it until the mid-20th century, and it was sold to Kimbolton School in 1951, which uses it today.
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