Granges have monastic associations, and there was a relationship with a priory in medieval times, but there are no definite details found. However, the Enclosure map of 1807 shows no hospital, no grange or building of any kind.

After research at Leicestershire Records Office, and conversations with Dr Vanessa Doe, it is thought that the house had been built in three stages with the two northern gables first, but at different times. Further, it was natural to believe that the inscription of 1811 on the south wing, referred to the year when this part of the house was added. We know now that this latter assumption is not correct.

It seems that the north-western gable was built first, in Thomas Dain's time as agent to the Exton Estate (1811-1827?). The north-eastern gable was added in Richard Westbrook Baker's time as steward to Lord Gainsborough (1826 1860): a plan in the Leicestershire Records Office refers to "an addition to Mr Baker's House". The plan is un-dated but the extension was substantial: a barrel-vaulted office, a staircase to two rooms above, a strong room and a new scullery with access back to the old house behind. Both floors were of stone with a vaulted cellar beneath. This second part of the house is where Richard Westbrook Baker received tenants who came to pay rent, and where, probably, important documents related to the running of Exton Estate, were kept.

As is known, Mr Westbrook Baker was a man of innovation in farming, and his standing in the community rose. He founded the Rutland Agricultural Society and also became High Sherriff. Thus he was eventually able to build the southern wing of the house to reflect his status in society. He lived at Cottesmore Grange until his death in 1861.

Why the inscription in stone at the front of the southern wing, says 1811,(in Roman letters) is a puzzle, but it may simply be that Richard Westbrook Baker wanted to record the date of the beginning of the house. Perhaps also, there was status in living in as old a house as possible.