 Holkham was built by 1st Earl of Leicester , Thomas Coke , who was born in 1697 . A cultivated and wealthy man , Coke made the Grand Tour in his youth and was away from England for six years between 1712 and 1718 . It is likely he met both Burlington — the aristocratic architect at the forefront of the Palladian revival movement in England — and William Kent in Italy in 1715 , and that in the home of Palladianism the idea of the mansion at Holkham was conceived . Coke returned to England , not only with a newly acquired library , but also an art and sculpture collection with which to furnish his planned new mansion . However , after his return , he lived a feckless life , preoccupying himself with drinking , gambling and hunting , and being a leading supporter of cockfighting . He made a disastrous investment in the South Sea Company and when the South Sea Bubble burst in 1720 , the resultant losses delayed the building of Coke 's planned new country estate for over ten years . Coke , who had been made Earl of Leicester in 1744 , died in 1759 — five years before the completion of Holkham — having never fully recovered his financial losses . Thomas 's wife , Lady Margaret Tufton , Countess of Leicester ( 1700 – 1775 ) , would oversee the finishing and furnishing of the house . 
