Local lore reputes Exning to have been the capital of the Iceni tribe and therefore the home of Queen Boadicea (Boudica).

[2] "The Island", a moated earthworks to the south of the parish is no longer visible following the building of the Newmarket bypass (originally part of the A45, before being redesignated the A14[3] in 1973.

[citation needed] When the powers of the Liberty were reduced, some of its territory returned to Suffolk, including Exning – albeit as a part of Lackford Hundred, where it would remain until the Victorian period.

For several centuries, the part of Suffolk centred on Exning was almost an enclave of the county within the confines of Cambridgeshire.

[7] The parish of Newmarket All Saints was transferred from Cambridgeshire to this virtual enclave in 1894, but it continued to be practically detached until boundary changes in the area widened considerably the "bridge" between it and the rest of Suffolk a hundred years later.