Horton was the scene of the final inglorious act in the story of Monmouth's flight after the battle of Sedgemoor, when a searching militiaman spotted a tattered cloak in a ditch and found the Duke disguised as a shepherd.

Horton church is a quaint Georgian building, built on the site of the old Priory which was founded there in 961. It is dedicated to St. Wolfrida, who died at Horton as the Abbess of a nunnery. It is the only church in the county dedicated to this lady.

Just outside of the village is Horton Tower. The six story folly had a fireplace halfway up and was built by Humphrey Sturt in the mid 18th century. Taylor's 1765 map of Dorset describes it as an 'Observatory', but according to one local legend it was built by Sturt as a viewing platform from which to watch the local hunt when too old to ride to hounds.