In 1833 William Peacock (who would build the Bethel Asylum nearby five years later) donated a piece of land in Westmoreland Place, Southampton Street, to the Aged Pilgrims' Friend Society on which to build their almshouses. Work began in 1834 and was completed three years later.

The Aged Pilgrims' Asylum opened in 1837. Erected at a cost of nearly £7,000, the two-storey building provided accommodation for 42 pensioners.

The central block had a low-pointed gateway, which had a stone plaque with the inscription: Aged Pilgrims' Asylum, completed by voluntary subscriptions, A.D. 1837, for 42 aged Pilgrims, the freehold given by William Peacock, Esq. The gateway led through to a quadrangle, with a lawn in its centre, which was surrounded by similar buildings.

Above the central gateway entrance was a chapel. Regular services were held there, but residents were also encouraged to attend the local evangelical churches.

A warden was employed for the general management of the Asylum. He was expected to visit each almsperson at least once a week, and to "manifest all Christian attention and kindness" to them, as well as keeping an eye out for any "suspicious or disreputable characters who may visit".

While the almspeople lived independent lives, a team of lady visitors from the Society supported them and they received medical attendance when they became ill. A sufficient supply of coals and other comforts were also provided.

When he died in 1844 Peacock was buried in a vault beneath the quadrangle. In the centre of the quadrangle is a monument dedicated to him.

Sometime in the second half of the 19th century, Westmoreland Place was renamed Sedgmoor Place.

The almshouses were modernised in 1961.

They were listed Grade II in 1972.

Current status