Burghley House was built for Sir William Cecil, Lord High Treasurer to Queen Elizabeth I. The house is located on the outskirts of Stamford, the first town in England and Wales to be designated a conservation area. It is sometimes referred to as the stone city due to the consistent use of local limestone. The town was largely untouched by the industrial revolution due Cecil's descendants' opposition to railway construction in the area. The building of Burghley house began in 1558, but was interrupted in 1564 when Cecil started building a second and even bigger house in Hertfordshire (Theobalds). Construction of Burghley House resumed in 1573, two years after Cecil had been made Baron Burghley, and the house was largely complete in 1587.
The house is said to be modelled on the privy lodgings of Richmond Palace, and the west front features the traditional Tudor motif of gatehouse with towers at the flanks. The most striking part of the house, however, is the courtyard. Burghley was built on the foundations of an earlier house, and the plan of the courtyard may have come about as part of adjusting to the previous structure. The courtyard is consequently similar to a medieval cloister in plan. It is decorated with classical columns and pilasters and is more profuse in decoration than the outer facades. The central feature is the clock tower, which is decorated like a three-storey classical frontispiece topped with a spire-like pyramid-shaped top (apparently meant to be an obelisk). There is also a bay window stuck a bit incongruously between the pilasters of the second storey.
It is believed that William Cecil originally built a different west front, but was unhappy with the result and subsequently had it torn down and replaced with the current. The central gateway has gilded wrought iron gates made by Jean Tijou, a Huguenot ironworker. The gates were added for John Cecil, the fifth earl of Exeter, but were probably completed some time after the earl's death, in 1710.
The central bay of the north front has an oriel-shape similar to Thornbury Castle. This was always the main entrance to the house, despite what the design of the west front suggests. This was also probably where the previous house stood. The marble statue portrays young Bacchus and was originally placed inside. The move came after Capability Brown had demolished a north-west wing in 1765. This was done to allow better views of the new parkland with its avenues of limes trees, but it also erased the E-shaped footprint of the house, which William Cecil created to honour Queen Elizabeth. Brown also constructed stables, an orangery and a gothic garden summerhouse. The chimney stacks are designed to look like pairs of Doric columns.
Most of the interior is remodelled in baroque style, completed in the late 17th century for John Cecil, the 5th earl, and much of the house's vast art collection stems from this time. Some of the carvings are done by Grinling Gibbons.
The Great hall, part of the east range, is one of the few intact Elizabethan interiors. This part of the building was designed to house domestic apartments and seems to have been heavily altered in the later stages of building, having an asymmetric effect on the south front. The oak hammerbeam roof is covered with local Collyweston slate, but the weight seems to have caused structural problems and some of the windows had to be filled in.