Winchester having been the 5th century Camelot, Merlin the Magician is said to have wandered aimlessly across the Hampshire and Berkshire Downs during his many periods of madness. He passed by Ashbury one day and turned a whole field of sheep to stone. These Grey Wethers still litter the roadside below Kingston Down. (They are actually erratics carried along by prehistoric glaciers.) 

Kingston and Odstone are the two most eastern strips of Ashbury parish. Odstone, though originally the more important, has however now lost its village. In the time of the Domesday Survey (1086) its 18 smallholders and 5 slaves would have lived around Odstone Farm, but the medieval population slowly deserted the place until there was eventually no-one left. Kingston Winslow itself has barely survived. It is a newer settlement, not mentioned in Domesday, and now hardly distinguishable from adjoining Ashbury. Kingston and its Down derive from 'King’s Town (ie Farm)' and has nothing whatsoever to do with King Alfred whose so called 'castle' lies just behind Ashdown Park. Some Victorian historians believed the King to have mustered his troops here prior to the famous Battle of Ashdown which was said to have taken place within the park that still bears its name. But the name Alfred’s Castle first appears in 1828!

Ashbury was in fact the original name of Alfred's Castle which has been transferred to the village. It means 'Ash Tree covered Fort'. It is an Iron Age Hillfort which was reused in Roman times to enclose a Roman villa. Even older is the unenclosed late Bronze Age settlement on Tower Hill. This was partially excavated  after an amazing hoard of bronze axes and other metalwork was discovered on the site by a local school-teacher whilst walking her dog. The hoard had been buried under the porch of a Bronze Age round house, but it was not clear if this was some sort of ritual dedication, as found at boundaries of this period elsewhere, or just hidden for recovery later. Several other round houses were found and square granaries on stilts to protect them from vermin. Thus, this was a farming community, though there were also indications of industrial activity, with the metal axes probably being processed on site.

A group of sarsen stones on the west side of the churchyard are said to have been part of a stone circle which once surrounded the village, much like Avebury in Wiltshire. Ashbury Church was a Saxon Minster. The first Sunday School in the country was started in the nave by Rev. Thomas Stock in 1777. The Old rectory was attacked by Cromwell’s forces during the Civil war and severely damaged, though the church seems to have escaped. Just north of the village, at Chapel Wick, a medieval moat shows where a small chapel was built in 1220. Not far away is the Manor House, often known as Chapel Manor because there is a small oratory over the porch. It was a stone grange of Glastonbury Abbey, built about 1488 (as indicated by an inscription in the rebuilt porch) for Abbot Selwood (1457-93) within a small moat. Glastonbury stonemasons & carpenters probably came up from Somerset to undertake the work. It was replaced by Ashdown Park as the Lord’s seat in 1665.

Ashdown Park was originally a deer park, called Aysham, created by the Abbot of Glastonbury. Stretches of the medieval park pale can still be traced just south of the modern estate. During the time of the Great Plague of London (1665), legend says Lord Craven barely escaped the city with his life. Exhausted, his horse rode on with his Lordship slumped in his saddle, until it reached this lonely spot on the Berkshire Down. Lord Craven was so taken with the place that a decided to build a house here for the great love of his life, Princess Elizabeth, the Winter Queen of Bohemia. It became a hunting lodge to Hampstead Park (Hamstead Marshall). But the Queen was never to see it completed. Ashdown is now owned by the National Trust.