Winchcombe is a very old town, and it was at one time the capital of Mercia. The Saxon king Kenulf had his palace there and he sent his seven-year-old son Kenelm to Sudeley Castle to be educated by his sister Quendrida. However, Quendrida realised that if Kenelm was not there she would be next in line to the throne - so she instructed her servant to kill the boy. His empty coffin lies in the Parish Church. Kenulf founded a Benedictine nunnery in 788 in Winchcombe, in memory of his son. Benedictines always built in towns in England, while Cistercians always built away from towns. Many pilgrims visited Kenelm's tomb in Winchcombe abbey, which became very rich as a result. The nunnery was converted to an abbey in 880, but it was burned down by the Danes and was replaced by a Norman abbey. The abbey was closed by Henry VIII in 1539. Very little remains of the abbey, as the local people used it as a cheap quarry! Many of its stones can be found in Winchcombe; for example the lintel over the abbey gate now rests over the gate of what was at one time the George Inn.

The Parish Church was built in the 15th century, and is renowned for the 40 grotesque gargoyles that conduct rainwater from the roof. An altar cloth that was embroidered by Katharine of Aragon, while she resided at Sudeley Castle, is on display in the church.

Sudeley Castle, on the outskirts of Winchcombe, was built in the reign of King Stephen, and rebuilt in the fifteenth century. Katharine Parr, Henry VIII's sixth and last wife, outlived King Henry and came to live at Sudeley Castle, following her marriage to the owner Lord Seymour.