Thornhaugh village lies west of the A1, seven miles southeast of Stamford. Its name is derived from the Anglo Saxon and means a thorn enclosed low-lying meadow beside a stream. There is evidence of a settlement as far back as the 12th century and for many centuries the population would have consisted of land owners, farmers, clergymen, millers and workers on the land, in the woods and quarries. Thornhaugh is a village with a small static population but the area within the parish is one of the largest in the county of Cambridgeshire. It was declared a conservation area in 1979 and residents benefit from the peace and quiet of living in a small village rather than a busy town.
St Andrew’s church contains a monument to the memory of William Russell, First Baron Russell of Thornhaugh. He is recorded holding high office in the service of Queen Elizabeth I and was a comrade-in-arms and close friend of Sir Philip Sidney. Sir Philip bequeathed to Sir William Russell his suit of gilded armour and many people thought that the helmet which was displayed for many years above the monument in the church, was part of this armour. Although this was not so, the helmet was nevertheless found to be of great value and was promptly removed for safe keeping.