The crossroads was linked to five parishes, Therfield, Melbourn, Bassingbourn and Kneesworth as well as Barkway. Ralph de Rochester founded the priory which came out of a chapel for three canons later expanded to seven or more regular canons. Royston also had two hospitals, or free chapels as well as the monastery.
The hospital of St John and St Thomas was founded for lepers and was located to the South west of the junction. It was founded by Richard Argentine, reputedly a Templar and one time Sherif of Cambridgeshire.
The Hospital of St Nicholas was situated in the Cambridgshire side of Royston. It was founded in about 1200 probably by Amphelise, a daughter of Richard the Chamberlain. In 1213 King John granted them a fair to celebrate the feast of St Nicholas (May 8 - 9). The patronage of the hospital subsequently descended to Sir Giles Argentine who also held the patronage of the other Hospital. In the fourteenth century, St Nicholas Hospital was put under the jurisdiction of that of St John and St Thomas. The whole was suppressed in 1547.
The town having lost is monastic character, the site of the priory was obtained by Robert Chester, a gentleman of the bedchamber to Henry VIII, who set up a market. Much of the town was given over to inns catering for travellers mainly going between London and York. However on April 30, 1603 James VI of Scotland was travelling down to become King James I of England, pausing overnight at the Chester residence.
Within a few months, even before his coronation, King James decided to take up abode at the priory. He soon had an expanse of buildings which were never extensive enough to cater for a full court, but which provided a suitable spot for hunting, near enough to London for convenience and sufficinetly far away to defer intrusion. Indeed he created a strict restrictions on anyone else from taking game within fourteen miles of Royston and an elaborate infrastructure was established to support the King in the pursuit of his sport.
Queen Anne and Prince Henry only visited the town once, in 1611 - 1612. Next year the Queen opposed the marriage of her daughter, Princess Elizabeth to Frederick V, Elector Palatine. But the King came to Royston with Lord Rochester to negotiate the dowry which was signed there. Following the marriage, celebrated on St Valentine's day 1613, the King, Prince Charles and Frederick came to stay at Royston.
The carvings in the cave have lead to much speculation about the origin and function of the cave. Local historian Sylvia Beamon in her book Royston cave - used by saints or sinners 1993 contends that there is a link with the Knights Templar.
Rosia's Cross has led some experts to suggest a link with the Rosicrucians, whose central texts include a reference to a cave with a tomb therein. This has been fuelled by the fact that the marriage between Frederick V, Elector Palatine and Elizabeth of Bohemia daughter of James I of England was negotiated in the town (James I had a palace just by the cross roads.) Frances Yates in her book The Rosicrucian Enlightenment has shown the importance of this marriage to the Rosicrucians as Frederick V's claim to the throne of Bohemia plunged Germany into the Thirty Years War.