Brydges built a magnificent house "at vast expense" at Cannons, an estate near Edgware in Middlesex. There he ran through several architects prominent in the English Baroque. He began in 1713 with William Talman, whom he dismissed in favour of John James in 1714; James had partly executed his designs before James Gibbs succeeded him in 1715. Howard Colvin (ref) concludes that the south and east elevations, as well as the chapel, were the designs of Gibbs. Brydges dismissed Gibbs in 1719, and completed the house under the supervision of John Price and, in 1723–25, Edward Shepherd. Cannons was demolished in 1747. On its site, now incorporated in Greater London, is Canons Park.