Kilburn Priory was a small monastic community[1] of nuns established around 1130–1134 three miles north-west of the City of London, where Watling Street (now Kilburn High Road) met the stream now known as the Westbourne, but variously known as Cuneburna, Keneburna, Keeleburne, Coldburne, or Caleburn, meaning either the royal or cow's stream.

The site was used until 1130 as a hermitage by Godwyn, a recluse, who subsequently gave the property to the conventual church of St. Peter, Westminster.

Though it was originally subordinate to Westminster Abbey, whose monks followed the Benedictine rule, by 1377 it was described as being an order of Augustinian canonesses.

Agnes Strickland states that the priory was established in 1128 for the three pious and charitable ladies-in-waiting of Queen Matilda of Scotland, consort of Henry I, named Emma, Gunilda, and Cristina.

After the death of the queen [in 1118] these ladies retired to the hermitage of Kilburn near London, where there was a holy well, or medicinal spring.