Bagshot was originally part of the manor of Windlesham and is not mentioned in the Domesday Survey of 1086. It is first recorded as 'Bagsheta' and 'Bacheseta', meaning 'Bacga's sceat or angle of land' in 1164.
Bagshot was described by Daniel Defoe in the early 18th century as 'not only good for little but good for nothing'. Perhaps he was frightened by the reputation of Bagshot Heath, where highwaymen and footpads lurked. Fortunately, Bagshot has changed a great deal since Defoe's time and was described by the architecture writers, Nairn and Pevsner, as being situated 'in a landscape of rhododendrons and holly bushes'.
Charles I was lodged at Bagshot in 1648, when he was being brought to London under heavy guard on his way to his trial and execution. His son, Charles II, was also visited the village. He was always short of funds and it was here in 1660 that he dreamt up the money making idea of opening his private postal service to all and sundry. The result was the establishment of the Royal Mail.
In the 18th century Bagshot found itself ideally placed on the main turnpike road heading west from London to Bristol. It is said that upwards of thirty coaches passed through each day and business at the village's inns and alehouses must have been brisk.
Bagshot was part of the parish of Windlesham and did not have its own church until St Anne's was opened in 1884. In 1877 Bagshot Park was built for the Duke of Connaught, one of Queen Victoria's sons. The railway came in 1878 and with it came building expansion, but Bagshot has still managed to retain its village atmosphere.