Saint Edward was martyred in 978, but the construction of the castle began in the 11th century during the reign of William the Conqueror. The mound on which Corfe Castle is built is a natural one, and archaeologists have found the remains of a building which predates the castle. This building might be the hunting lodge of Saint Edward's step-mother, Queen Ælfthryth, at which he was martyred.
"Vestiges of an early building have been disclosed by excavations in the West Bailey of the castle, and the possibility that they represent the remains of the royal house at which King Edward the Martyr was assassinated cannot be entirely discounted." – Royal Commission on Historical Monuments.
According to William of Malmesbury, Saint Edward finally fell lifeless into the small streams at the base of the hill on which the castle was later built. "The bridge connecting the castle with the town is called St. Edward's Bridge, and is said to be the spot where Edward, fainting from the loss of blood, fell from his horse and expired" – Topographical Dictionary of England, 1848
Saint Edward’s Bridge over Corfe River is one of span. It was built late in the 18th century of Purbeck stone ashlar; the parapets have been rebuilt in modern brick. A healing spring or fountain at this place was known to cure blindness and was referred to by Charles Dickens.
This sixteenth century map of the castle, shows the position of two wells (marked with yellow and blue dots).
According to the The Archaeological Journal, 1865. "a well was probably dug with a view to reach the water which issues from a spring, called St. Edward's Fountain, at the base of the hill almost immediately below it."
There are two possible sites of wells at Corfe Castle. The oldest is in the inner ward (number 20, yellow dot) and the second site (occasionally referred to as Saint Edward's Well) is near the second tower (number 5, blue dot). Saint Edward's Bridge is marked with a red dot.