The Chapel has undergone many transformations over the centuries. Originally designed by Thomas Atkinson as a billiard room in 1774, it became a coffee room before being converted into a private chapel following the Catholic Emancipation Act of 1829. Traces of its earlier history can still be seen today, from exposed brickwork that was once an external wall to blocked fireplaces and doorways hidden behind the altar.

The richly decorative interior reflects nineteenth-century French ecclesiastical design. Artist Taylor Bulmer completed the scheme in 1844, filling the room with inscriptions in Latin, Greek and Hebrew and signing his name above the altar. One of the Chapel's most remarkable features is its stained-glass window, which predates the Reformation and travelled between several English chapels before being installed at Burton Constable in the 1840s.