King Henry's Mound, which may have been a Neolithic burial barrow, was listed in 2020 by Historic England along with another (unnamed) mound in the park which could be a long barrow. King Henry's Mound is located within the public gardens of Pembroke Lodge. At various times the mound's name has been connected with Henry VIII or with his father Henry VII. However, there is no evidence to support the legend that Henry VIII stood on the mound to watch for a sign from St Paul's that Anne Boleyn had been executed at the Tower and that he was then free to marry Jane Seymour.