However, Cholmeley is not buried in this tomb. In his will, he requests that he be buried "within the Chapel of our blessed Lady of Barking beside the Tower of London" (now called "All Hallows, Barking") and that if the Masters and Wardens would not agree, then "my body be buried in the Church of the Crutched Friars beside the Tower of London" (now called "St. Olaf's"). All Hallows was almost totally destroyed during the blitz of London during World War II, and so it is not known whether he was buried there or at St. Olaf's. There is some evidence that he may have been buried in one of the tombs of the Cholmondeley, Cheshire branch of his family.