The parish lies where Dorset joins up with Somerset and Wiltshire a few miles northwest of Shaftesbury and it is located on the edge of the Vale of Blackmoor which was much loved by Thomas Hardy.

A mile north of the church is the Longbury Barrow and in the 2nd and 3rd centuries the Romans and Romano British lived in the area and left remains for archaeologists to find, but it was the Saxon who really established this north Dorset town.

The name is first recorded in an Anglo-Saxon charter from the 10th century as Gillingham and also in the Anglo-Saxon Chronicle with the same spelling, the anal of 1016 describes a battle between King Edmund and the Danes and in the Domesday Survey it is Gelingham and later in 1130 changed to Gellingeham, Gylingeham in 1152 and in 1209 it was Gilingeham. The early spelling meant a 'Homestead or a village of the familyh or followers of Gylla' from an Old English name with -inga- (genitive case of -ingas 'family or followers of') and ham. The other two Gillinghams are more than likely to be from the same origin.

Gillingham was once a royal hunting lodge first visited by Henry I, II and III and the father of the latter, King John. The lodge fell into disrepair in 1369 and was destroyed by Edward III and the stone was distributed to other Royal properties in the South of England.

The town had a silk mill and   from 1769 it began to flourish its grammar school, built in 1526, was one ofthe first proper schools in Dorset .

The church dedicated to St Mary, is quite imposing and the chancel dated back to the 14th century is original while the other parts are from the 19th and 20th centuries. John Bastard of Blandford fame is remembered here.

The railway brought even more prosperity to the town including brick making and cheese production, and early Petrol engine plant was also here in the end of the 19th century and the towns position on the railway (now the only one in the district) has brought a steady growth to the town. It has a good shopping centre and there are two large supermarkets, a new library and each year the Gillingham and Shaftesbury Agricultural show is held on a permanent showground at Motcombe. The old town Lockup was built around the 1750s and is still to be seen today.