Archaeological evidence suggests a continuous settlement on or near the site of Saffron Walden from at least the Neolithic period. It is believed that a small Romano-British settlement and fort – possibly in the area around Abbey Lane – existed as an outpost of the much larger settlement of Cestreforda to the north. After the Norman invasion of 1066, a stone church was built. Walden Castle dates from around 1140. It may have been built on a pre-existing fortification. A priory, Walden Abbey, was founded under the patronage of Geoffrey de Mandeville, first Earl of Essex around 1136 on the site of what is now Audley End village. The abbey was separated from the town of Walden by Holywell Field. After the dissolution of the monasteries, Sir Thomas Audley converted the abbey cloisters into a dwelling. Later this would become the site of Audley End House. The market was moved from nearby Newport to Saffron Walden during de Mandeville's tenure increasing the town's influence and the town's Tuesday market operated from 1295. The town’s first charter was granted in around 1300, when the town was known as Chepyng Walden, meaning Market Walden. The town was largely confined to the castle's outer bailey, but in the 13th century the Battle or Repel Ditches were built or extended to enclose a new larger area to the south. The focus of the town moved southwards to Market Square. In the medieval period the primary trade was in wool and a guild hall was built by the wool-staplers in the marketplace. It was demolished in 1847 and replaced by a corn exchange. In the 16th and 17th centuries the saffron crocus (Crocus sativus) was widely grown, thanks to the town's favourable soil and climate. The flower was precious, as the extract from the stigmas was used in medicines, as a condiment, in perfume, as an aphrodisiac, and as an expensive yellow dye. The industry gave Walden its name.

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