With its history preceding the Revolutionary War of 1776, according to local historians, the south end of the building was constructed about 200 years ago, or between 1750 and 1775.

These same historians point to legends of the British Redcoats, after arriving 1,000 soldiers strong at Compo Beach, passing by the Inn in pursuit of the retreating forces of the Colonies which fled toward Danbury.

Although a great deal of the Inn's colorful history remains shrouded with the passage of time, it is known that the Inn was operated as a grist and lumber mill in the 1800's, being known as the Davis Mill. Rye and buckwheat, grown in Weston fields, were ground here.

Similarly, Westonites seeking to build homes here had only to clear their land and cart their logs to the mill, where they were cut into lumber. The property was eventually purchased by the editor-in-chief of "New York World", Frank Cobb in 1912 and the Cobb's Mill was born.

By 1928, the Cobb's Mill found new owners named Moira Wallace and Sydney Dyke, who converted the property into a summer restaurant and guest house. In 1934, Alice DeLamar purchased the property and with the help of Jacques DeWolfe, transformed the property into the restaurant establishment we know today.