Richeldis de Faverches, a Saxon noblewoman, was married to the Lord of the Manor of Walsingham. In 1061 Richeldis de Faverches had a vision where she was taken in sprit to Nazareth and asked by Mary to build an exact replica of the house in Nazareth where Gabriel had announced the news of the birth of Jesus. It is also claimed that the Holy House was miraculously constructed while Richeldis kept a vigil of prayer. This house became known as the Shrine of Our Lady of Walsingham.
The first important pilgrims to visit the Shrine of Our Lady of Walsingham were members of the Clare family who arrived with the Normans in 1066. Richard Fitz Gilbert, the first Earl of Clare, was granted great estates in Norfolk by William the Conqueror.
In about 1150 Geoffrey de Faverches arranged for the building of a priory in Walsingham next to the Holy House. Royal patronage helped the shrine to grow in wealth and popularity and received visits from Henry III, Edward II and Edward III. It also benefited from being mentioned in the work of William Langland.
In 1346 the canon of Walsingham reported that owing to the great value of the jewels and other offerings at the shrine the priory gates had to be locked at night. The following year he objected to Elizabeth de Burgh, Countess of Clare, establishing a Franciscan Friary in Walsingham, warning that it might result in the decline of people willing to give money to the Shrine of Our Lady.
Some people disapproved of the money that was given to Walsingham Priory. In the 14th century the religious shrine came under attack from John Wycliffe and the Lollards.
Walsingham remained popular with pilgrims in Tudor times. Henry VII visited the shrine several times and records show that Henry VIII stayed at Barsham Manor and then walked two miles barefoot to Walsingham where he placed a "gold circlet round Our Lady's neck".
In 1513 Erasmus visited Walsingham and described the shrine as being surrounded "on all sides with gems, gold and silver." He also added that the water from the Walsingham spring was "efficacious in curing pains of the head and stomach."
In April 1537, Henry VIII gave instructions to Richard Southwell, to remove the wealth held at the religious shrine at Walsingham. When a group of local men complained they were arrested and on 30th May, 1537, eleven men, including Nicholas Myleham, the canon of Walsingham, were hanged, beheaded and quartered at Yarmouth, Lynn, Norwich and Walsingham.