Studying at Christ Church, Oxford up to 1705 in a milieu of classicist architecture (its dean, Henry Aldrich, was then at work on his Elementa architecturae and on overseeing construction of the Peckwater quadrangle, Palladian before Palladianism was popular in England) he went on a grand tour in 1712 (meeting Lord Shaftesbury in Naples, William Kent in Rome, and also going to Venice).
George II continued to favour Pembroke, who was appointed groom of the stole on 8 January 1735 and sworn a Privy Councillor the next day.
Opinions of his talents in that area were mixed – Horace Walpole stated that "no man had a purer taste in building"[4] but Sarah, Duchess of Marlborough wrote that the Earl's talent was little more than to "imitate ill whatever was useless" in Inigo Jones and Palladio's buildings[5] Although he designed the Column of Victory at Blenheim Palace erect 1727–30[6] for the Duchess of Marlborough as a memorial to her late husband.
He also designed the water tower at Houghton Hall (c.1730) in the form of a garden temple, with a pedimented portico raised on a high rusticated base.
The mason William Townsend executed the Earl's design for the Column of Victory, at Blenheim Palace and the water tower at Houghton Hall.
Lord Pembroke enjoyed swimming, played tennis every day, generally remained continually active and healthy, and (as seen in Roubiliac's portrait bust of him at Wilton) was strong and powerfully built.
He seems to have developed asthma (Walpole mentions this in his detailed account of the Earl's death) and spent some weeks at Bath in winter 1743, during which he experienced breathing difficulties.