In late August or early September 1605, Digby, his wife Mary, and their secret Jesuit chaplain Edward Oldcorne joined a pilgrimage organised by, amongst others, Henry Garnet and Anne Vaux. The party had set out from White Webbs at Enfield Chase, heading for the shrine of St Winefride's Well at Holywell, and had occasionally stopped along the way to collect more followers. As the thirty or so pilgrims returned from Holywell in mid-September, they stopped at Rushton Hall where Sir Thomas Tresham had recently died, and then continued on to Digby's seat at Gayhurst.