[2] The present building was built on the site of an earlier mansion in 1879 with red brick and stone dressings in Tudor gothic style, for Prince Arthur, Duke of Connaught.

[6] It was remodelled between 1766 and 1772 according to designs of James Paine for George Keppel, the 3rd Earl of Albemarle,[7] and altered in 1798 by Sir John Soane[8] for the Duke of Clarence (later King William IV), who lived there until 1816.

Bagshot Park was subsequently used by Prince William Frederick, Duke of Gloucester, nephew of King George III.

The Duke added pieces of property between the estate and Sunningdale; his widow, Princess Mary, daughter of King George III, continued to live there after his death until she moved out in 1847.

Following the Duke's death, Bagshot Park was requisitioned by the Army for the Auxiliary Territorial Service (later to become the WRAC) to use as their Staff College.

The Army Chaplains were in residence from 1947 but relocated to Andover, Hampshire, in April 1996, shortly before the then Earl and Countess of Wessex took over the tenancy.

The original sign was removed when the chaplains left, but a new one, made by J. M. J. Holland Chairmakers and given to the Earl of Wessex, has replaced it.

[13] In March 1998, Bagshot Park and a block of stables and Sunningdale Lodge was leased by the Crown Estate to Prince Edward for 50 years.