Rockingham, par. and vil. with ry. sta., Northamptonshire, on river Welland, 10 miles NE. of Market Harborough, 890 ac., pop. 227; P.O., T.O. Market-day, Thursday. Adjacent to vil. is Rockingham Castle, seat of the Watson family, with the remains of a castle of the same name built by William the Conqueror, occupied by Edward III. and his court, and garrisoned for Charles I. by Sir L. Watson, afterwards created Lord Rockingham; it was erected for the defence of extensive ironworks in Rockingham Forest, which measured 30 miles by 8.

(John Bartholomew, Gazetteer of the British Isles (1887))