The village of Thurleigh was mentioned in the Domesday Book and the church dates from 1150 AD.

The Windmill was built in the late 1880's. Originally it was powered by double shuttered sails, but later steam power was added. However, it ceased to be used during the First World War and soon fell into disrepair. By the 1990's it was totally derelict.

It was bought by Julian and Wendy Armitage in January 2000, and with an added extension, converted into a home. The ground floor of the Windmill is now the dining room, the first floor a bedroom and the second floor a sitting room. The top floor provides a seating area with 360 degree views over the local countryside.