The Armoury began as an open loggia in the Italian Renaissance style, with a door at the top of the steps at each end. Such an arrangement proved inconvenient, as it meant that there was no interior passage on the ground floor between the two wings. The 2nd Marquess filled in the windows in 1834 and laid the marble floor. The 3rd Marquess completed the alterations by putting up the panelling.
Most of the armour on the walls was purchased by the 2nd Marquess from the Tower of London in the middle of the 19th century. At the west end of the Armoury there are two standing figures in armour, the faces of which are replicas of the death mask of Charles I.
The Armoury houses a fine domestic organ supplied in 1609 by John Haan, a Dutchman. The case retains its original decoration by Rowland Bucket, an extraordinarily versatile artist whose painting and gilding on ceilings, walls and furniture did much to brighten the interior of the House when it was first built. He even decorated the salads and meat dishes at Robert Cecil’s funeral. The organ is in regular use and is played to entertain visitors.