The Corn Exchange is Victorian, built in 1863 by a private company which included among its board of directors the blanket maker Edward Early. As well as catering for the expansion in the corn trade of the time, it also provided a modern market house and social centre for Witney to replace the town hall that was in poor repair by this time.

The stained glass in the fanlight above the main doors bears the symbol of the lamb and flag, the symbol of St John, the patron saint of woollen weavers.