The house was built between the 17th and early 18th century, although records show a building on this site since about 1608. In 1699 Richard Coxeter sold the property to Sir Walter Long, after which time various replacements and extensions were added over the years, while the house continued in the ownership of the Long family.
During the 19th century the house had a succession of owners. In 1920 the house and surrounding 25 acres (10 ha) was in the ownership of the Avon Rubber Company, purchased for use as the company club and sports centre for the "social welfare of their employees". The formal opening of the club took place on 11 December 1920, but just days later a fire broke out destroying much of the house, and all that could be salvaged was the façade which has remained intact to this day. The damaged part of the house was rebuilt in a manner more suited to a sports club. In 1963, Nikolaus Pevsner wrote that the house was "... alas so much pulled about that it cannot count any longer as a C17 building".
In 1997, Avon Rubber sold its tyre interest to Cooper Tire & Rubber Company of Findlay, Ohio, United States, and included in this sale was Avon's 35-acre (14 ha) manufacturing site in Melksham and the Melksham House sports and social club. The site was sold to Wiltshire Council in 2011.
- Historic England. "Melksham House (314346)". Images of England. Retrieved 23 August 2016.
- Pevsner, Nikolaus; Cherry, Bridget (revision) (1975) . Wiltshire. The Buildings of England (2nd ed.). Harmondsworth: Penguin Books. p. 344. ISBN 0-14-0710-26-4.
- "Club is moving the goalposts". Wiltshire Times. 26 May 2012. Retrieved 23 August 2016.