In the Domesday Book of 1086 Willington is recorded as having a mill. This building formed part of the Manor of Willington into the 20th century. This meant that from 1779 to 1902 it was owned by the Dukes of Bedford, the Russell family.

Some correspondence in the Russell Estate archives held by Bedfordshire and Luton Archives and Records Service [R3] shows that in the 1830s there was some debate about the role of the mill and its future. It was reported to the Estate Steward in 1831 that the old miller was dead and the writer went on: "it is proper to have his, Swansborough's, advice on the state of the mill. The Palmers have applied to have the mill again and opinion is needed on the damage done by the navigation people". [R3/3661]. The "navigation people" was the body responsible for navigation on the River Great Ouse. This extended from the sea as far inland as Great Barford then, in 1675, the river was cleared for navigation as far as Bedford, thus including Willington.

Work on the sluice was carried out later that year [R3/3664-7] and a letter [R3/3684] reveals that the Palmer family were tenants, with an agreement that they would continue until the mill was taken in hand by the estate for work to be undertaken, at which point they would leave. A later letter [R3/3701] stated that: "Willington millers do not do much business".

Willington Mills about 1840 [MAT51]

In January 1832 it was reported [R3/3715] that: "part of old work sluice has given way which was expected when workmen were there would last for a long time to come; as we have all the apparatus for driving and plenty of piles left I don't expect it will cost as much but must be attended to as soon as the water will allow us" and the advice of Mr. Swansborough was subsequently sought about: "the confounded sluice at Willington; we shall have to be there again this autumn; not much to do, but not doing it would be serious; the overfall left undone 1½ years ago to wait till we could get Captain Polhill in the humour to join us must also be done" [R3/3733].

The repairs to the mill included the mill gates and it was reported in 1833 [R3/3764] that despite initial reservations the miller was satisfied that mill gates were adequate. Seven years later the following was written [R3/4234]: "I have suggested doing away with Willington mill, ragged condition and small return for outlay (£2,000) and not wanted for adjoining estate, Castle Mill being only 1½ miles away and Whitbread's Cardington mill". The advice cannot have been followed as the mill was still in operation, and still leased by the Palmer family, in 1847 when an inventory was taken of the crops at Mill Farm and the material inside the mill - which was listed as follows [WG2968]: "Saw, 10 sacks, Sack Barrow, 2 meal troughs, Jack, ½ peck measure, 5 bags, 4 iron bars, old chains & iron, Turnbill, 2 French stones 3 foot Hopper, Bill, 2 leading troughs, trestle, 3 blocks, 2 iron bars, 6 Mill Bills, 10 yards sack rope, 2 wheel straps, Bushel, Sack Barrow, Beam & scales, five ½ hundredweight, one ¼ hundredweight, on 14 pound, one 7 pound, and one 5 pound weights, the Cyllinder [sic], 3 bolting cloths, wood shovel, brush, sieve, Sack horse and hopper". However, the mill may have been demolished soon after this.

Later in the 19th century the firm of Francis Coales and Son took over the running of the mill. They also ran a mill in Bedford at 23-25 Gwyn Street and in Allhallows Lane. Bedfordshire and Luton Archives and Records Service has minutes and accounting records for the firm [X602] which was incorporated in 1947. The company went into liquidation in 1976 but the name continued in Willington due to the creation of the Francis Coales Charity which, in 1986, applied for planning permission to convert the mill buildings into two dwelling houses [PCWillington18/24].