According to a late writer, was intended to have been called Queen Anne's Square, and to have had a handsome parochial church in the centre of it. This design however, not having been carried into execution, and the north-side lying waste, the late Duke of Manchester, purchased the site, and erected on it his town residence. Upon the sudden death of the Duke, and the minority of his heir, the premises were purchased by the King of Spain, as the residence of his Ambassador. It afterwards became the property of the Marquis of Hertford, whose town-residence it still continues.
Source: Leigh's New Picture of London. Printed for Samuel Leigh, 18, Strand;
by W. Clowes, Northumberland Court. 1819