Sherborne School in Dorset is one of the locations where Wolf Hall was filmed .
Although originally set to film in Belgium , most of the filming took place on location at some of the finest British medieval and Tudor houses and buildings : Berkeley Castle , Gloucester Cathedral and Horton Court in Gloucestershire , Penshurst Place in Kent , Broughton Castle and Chastleton House in Oxfordshire , Barrington Court , Cothay Manor and Montacute House in Somerset , St Donat 's Castle in the Vale of Glamorgan , and Great Chalfield Manor and Lacock Abbey in Wiltshire .
Wolf Hall -LRB-miniseries-RRB-