the house was built in 1905 by h. c. allfey and it later belonged to marmaduke furness, 1st viscount furness, who used it as a hunting box. during this time burrough court became a rendezvous for the hunting society of melton; in the autumn of 1930 burrough court was the backdrop to the first meeting between, edward viii, prince of wales, and mrs. wallis simpson. unfortunately the main house burned down at the end of world war ii, allegedly due to some canadian soldiers using explosives to get to a sealed wine cellar the romance between the prince of wales, and mrs. wallis simpson was initiated when both were invited by thelma, viscountess furness to a house-party at burrough court. according to wallis's memoirs, in november 1930 mr. and mrs. simpson were supposedly invited as last minute chaperones to thelma and the prince of wales to hunt at her house in melton mowbray.