The House is part of a very handsome row of buildings begun soon after the Great Fire of Marlborough in 1653, a conflagration that had destroyed much of the town centre. It belonged to the prosperous silk mercer Thomas Bayly, Mayor of Marlborough in 1657 at the time of Oliver Cromwell's Protectorate. Contrary to obstinate but mistaken popular belief, the decoration and furnishing of the house vividly demonstrate that 'Puritan' households like his enjoyed music, good living and cheerful surroundings, though religion was a central and guiding influence on all.

Much more welcome were customers for the Baylys' fine silks, and the local minister Nicholas Prophete. Mr Prophete took great care to instruct the household in godly ways, concentrating particularly on young Master Bayly, who showed a tendency to levity and even being misled by a servant into playing conkers on the Sabbath! The minister also led household prayers, on one occasion insisting that visitors and staff as well as interpreters joined him in a psalm, which they did with great enthusiasm.

But the major event of the Sunday was the return of Thomas Bayly in person, bearing from London a strange new fruit called a 'Pine-Apple.' There was much debate on how it should be eaten, the deeply suspicious Cook suggesting it should be stuffed with boiled meat, while others held that only the leaves at the top should be eaten and the rest thrown away. As always such scenarios, along with formal meals on the new French gate-leg table, enlivened the whole weekend.