Bradgate House was built in 1856 for the seventh Earl of Stamford, George Harry Grey. Intended as a replacement for the Bradgate House of 1520, built by his ancestor Thomas Grey, 2nd Marquess of Dorset and home of Lady Jane Grey, the house was built in a Jacobean style on a site 2 miles south-west of Bradgate Park. The large, handsome mansion was referred to as "Calendar House", supposedly having 365 windows, 52 rooms and 12 main chimneys.
The Earl of Stamford was known for his extravagance. The stable block alone, built when the Earl became master of the Quorn Hunt, cost £30,000, a massive sum for those days.