The parish church of Rockingham village, St Leonard's Church is a low irregular structure consisting of a nave and chancel, with a memorial chapel to the Watson family. It stands on the hill between the Castle and the Village.
While there was almost certainly a chapel situated within the Castle walls in 1095, at the time of the Council of Rockingham, when William Rufus summoned a council of nobles, bishops and clergy to settle a dispute between himself and Anselm, Archbishop of Canterbury, little or nothing is positively known of the Church until the institution of Waleranus Teutonicus in 1217, over one hundred years after the building of the Castle.
The 13th century Church suffered greatly at the time of the Civil War, when Cromwell's soldiers occupied Rockingham Castle. It was demolished for military reasons, and replaced by a small Chapel about 1650.The post-Civil War church consisted of a wide nave, a north chapel for the Watson monuments and a chancel, off axis with the nave. It is described in Bridges' Northamptonshire in 1720 as follows :
"The Church, dedicated to St Leonard, a low irregular fabric, consists of the body and chancel, on the south side, extending further than the body of the Church, both covered with lead. The Church is forty-six feet long, and twenty-four feet broad. The Chancel, in length twenty-nine feet six inches and in breadth eighteen feet. The north Chancel, twenty-seven feet and a half in length, and twelve feet six inches broad. In this are two pieces of timber laid across the beams, on which hangs a small bell".
The Church remained in this state until a wooden tower was built on the north side, in 1776, at the expense of Lady Sondes of Rockingham Castle. This wooden tower was taken down in 1838 at the cost of £2.2s to be replaced by Richard Watson in 1845, by a small bell-tower, with octagonal pyramid roof, the design being taken from one existing in a Church in Oxfordshire.