The manor of Sudbury is listed in the Domesday Book of 1086.

In the early 16th century, the village of Sudbury became the property of the Vernon family, when Ellen Montgomery married Sir John Vernon (d.1545).

Shortly after the restoration of King Charles II, George Vernon (1536 – 1702) started building Sudbury Hall, and at the same time, a new estate village.

The heart of Sudbury has changed relatively little since the late 17th century, with the Main Road, the former Estate Office and the Vernon Arms coaching inn, still in use today.

Later additions to the village include the village school, which was built in the 1830s, and the village shop, built in 1900.

The Sudbury Gasworks was built in 1874, by notable architect George Devey, and provided gas to Sudbury Hall until the 1930s.