[2] The village is not referred to in the Domesday Book of 1086, and it is considered that it was at that time part of the manor of Stinton, a settlement long since depopulated, located in the neighbouring parish of Salle.

As of 2021, it is the home of Rhona Bulwer Long and her family, who allow tourists to walk the grounds; the Estate Office occasionally agrees to open the Hall for filming and special events.

[7][8] By the village green there is an 18th-century public house – The Earle Arms – which is grade II listed[9] and has a "Regionally Important Historic Interior".

The early 19th-century expansion of the Park also resulted in the closure to the public of the through-road, shown on the Tithe map (c. 1836–50)[13] that ran from the northwest at Corpusty Road, along/through the common, passing the parish church and Earle Arms coaching inn (along a stretch that remains a highway), then across/around the village green and then passing Heydon Grange and Park Farm to the southeast at Dog Corner; resulting in the village since being only accessible by public highway via the one road from the south.

[14][15] The area was served by the Bluestone railway station from 1883 to 1916; the line, now dismantled, ran through the northeast edge of the parish, roughly parallel to the B1149 road.

Also in 1883, the church acquired an organ, built by Wordsworth and Maskell, of Leeds, and donated by general Edward Bulwer in memory of his wife.

[16] The village retains an old-fashioned character with no new buildings having been added since the well house commemorating the Golden Jubilee of Queen Victoria was built in 1887.

With the reduction in agricultural labour, and the draw of the working class to urban areas in Britain's industrial revolution, the population then fell to 205 in 1891.

As of 2021, Heydon has a population of about a hundred; businesses included "a pub, a tea room, bakery, floral design and artisan store, antiques shop, interiors and clothing studio, a beauty barn and hairdressers".

Films partly shot in the village or at the Hall include The Go Between (1970), Riders (1993), Hitler's Britain (2002), Vanity Fair, The Woman in White, The Moonstone (1996), The Peppermint Pig, and A Cock and Bull Story (2005).

As of 2020, at the centre of the village there is a traditional pub, a tea room, a bakery (operating from the former blacksmiths) and seven small retail/service businesses located in the buildings that have in recent years been converted from Church Farm.