Their son Thomas Grey, 1st Marquess of Dorset prepared for building Bradgate House in the late fifteenth century but died before he was able to begin. It was his son Thomas Grey, 2nd Marquess of Dorset who built Bradgate House, the likely completion date being 1520. There is now some confusion over this completion date however, as an older house has been discovered under the visible walls and findings have suggested that Lady Jane Grey (see below) who wasn't born until 1537 lived in the older house.[13]