The first, also called Exeter House or Burghley House, was on the north side of the Strand; it was built in the 16th century by Lord Burghley as an expansion of an existing house; Cecil moved his London residence there in 1560, and Queen Elizabeth supped with him there in July 1561 "before my house was fully finished", Cecil recorded in his diary, calling the place "my rude new cottage" in a letter; When Cecil was created Lord Burghley in 1571, this London seat became known as Burghley House. In fact it was a symmetrical double-courtyard brick house of three storeys, with four-storey corner turrets. A central entrance led from The Strand into the front court At its garden front, with a central bay window and corner turrets, the house looked over gardens on grounds purchased from the Earl of Bedford and the earl's fields of Covent Garden beyond. The garden included a mount with a spiralling path to its top, a paved tennis court, a bowling alley and an orchard.
The house became the residence of Burghley's elder son Thomas Cecil, created Earl of Exeter in 1605; thus in Wenceslas Hollar's bird's-eye view of London (ca 1658) it is labelled "Exeter House". The structure formed a notch in the north side of The Strand. It was converted in 1676 into Exeter Exchange and demolished in 1829.
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—Franklin Coen, and Joseph Newman. Exeter (Jeff Morrow)
“Yet the day wears,
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—Robert Browning (18121889)