One of the most important East Anglian monasteries, it was founded in 1103 by Roger Bigod, 1st Earl of Norfolk and dedicated to Our Lady. It owed much of its prosperity to a miraculous appearance of the Virgin Mary, whose statue here was
In the 13th century, the Virgin Mary is said to have appeared in a vision to locals requesting the addition to the site of a Lady Chapel. During its construction, the old statue of her on the site was discovered to have a hollow in its head concealing saints' relics, and became a magnet for pilgrims.
It housed the tombs of the Howard dynasty, of Henry FitzRoy, 1st Duke of Richmond and Somerset and of other early Tudor Dynasty officials. Even this could not save the priory from the Dissolution of the Monasteries and, on its closure in 1536, the Howard tombs were removed to St Michael the Archangel, Framlingham.
Its ruins (including the lower walls of the church and cloister, along with the impressive shell of the priors' lodging and, reached by a pathway from the main site, an almost complete 14th-century gatehouse) are open to the public as an English Heritage site. They are reputedly haunted and was the subject of an episode of the television series Ghosthunters, another episode of which featured the alleged haunting of the Bell Inn also in Thetford. Other paranormal investigation groups have also visited the site and have reported unexplained phenomena over the years.
The Church of the Holy Sepulchre is within walking distance.