Margaret Tudor, the bride of King James IV, stayed at Dalkeith Castle as the guest of the Earl of Morton before her formal entry to Edinburgh in 1503.

The castle was captured on 3 June 1548 during the war of the Rough Wooing by the English soldiers James Wilford and Thomas Wyndham, with the Spanish captain Pedro de Gamboa.

[4] Sir John Forster, an English border warden captured at the Raid of the Redeswire, was held in the palace in July 1575.

While they were in residence in August 1592, a prisoner John Wemyss of Logie escaped through their bedchamber, helped by the queen's servant, Margaret Vinstarr.

[7] In 1598 the royal master of work William Schaw prepared a nursery for the queen at Dalkeith Castle and Princess Margaret was born there on Christmas Eve.

[11] Andrew Simson presented a Latin poem celebrating the palace's grounds and describing the song of the Dalkeith nightingale.

With the Wars of the Three Kingdoms, Charles I found it difficult to complete his purchase of Dalkeith, and the castle was eventually returned to the Earl of Morton.

Construction of Dalkeith Palace began later that year, Smith deciding to incorporate a portion of the tower house of the old castle into the western side of the new structure.

In 1704, William Walker and Benjamin Robinson, the chamberlain of the Duchess, went to London with a small party to choose items of furniture for the palace.

The London marble-cutter Richard Neale spent sixty-four weeks at the palace with nine assistants between 1709 and 1711, carving the main stairwell and screen of the Great Staircase.

Overall, the palace is built of sandstone and has the main entrance on the south front, flanked on each side by two Corinthian order pilasters.

The 5th Duke of Buccleuch considered extensive rebuilding in 1831 and William Burn produced unexecuted designs in Jacobean style.

Bonnie Prince Charlie stayed two nights at Dalkeith in 1745, King George IV slept here during his visit to Edinburgh in 1822, in preference to the Palace of Holyroodhouse which was in a poor state, as did Queen Victoria in 1842.