Architects and patron
Holkham Hall. Foreground right
: One of the four identical secondary wings.
Holkham was built by 1st
Earl of Leicester, Thomas Coke,
 who was born in 1697.
 A cultivated and wealthy man, Coke made the
Grand Tour in his youth and was away from England for six years between 1712 and 1718. It is likely he met both
Burlington—the aristocratic architect at the forefront of the Palladian revival movement in England—and William Kent in Italy in 1715, and that in the home of Palladianism the idea of the mansion at Holkham was conceived.
 Coke returned to England, not only with a newly acquired library, but also an art and sculpture collection with which to furnish his planned new mansion. However, after his return, he lived a feckless life, preoccupying himself with drinking, gambling and hunting,
 and being a leading supporter of
 He made a disastrous investment in the
South Sea Company and when the South Sea
Bubble burst in 1720, the resultant losses delayed the building of Coke's planned new country estate for over ten years.
 Coke, who had been made Earl of Leicester in 1744, died in 1759—five years before the completion of Holkham—having never fully recovered his financial losses. Thomas's wife, Lady Margaret Tufton, Countess of Leicester (1700–1775), would oversee the finishing and furnishing of the house.
Colen Campbell was employed by Thomas Coke in the early 1720s, the oldest existing working and construction plans for Holkham were drawn by
Matthew Brettingham, under the supervision of Thomas Coke, in 1726. These followed the guidelines and ideals for the house as defined by Kent and Burlington. The Palladian revival style chosen was at this time making its return in England. The style made a brief appearance in England before the
Civil War, when it was introduced by
 However, following the
Restoration it was replaced in popular favour by the
Baroque style. The "Palladian revival", popular in the 18th century, was loosely based on the appearance of the works of the 16th-century Italian architect
Andrea Palladio. However it did not adhere to Palladio's strict rules of proportion. The style eventually evolved into what is generally referred to as
 still popular in England today. It was the chosen style for numerous houses in both town and country, although Holkham is exceptional for both its severity of design and for being closer than most in its adherence to Palladio's ideals.
Although Thomas Coke oversaw the project, he delegated the on-site architectural duties to the local Norfolk architect Matthew Brettingham, who was employed as the on-site clerk of works. Brettingham was already the estate architect, and was in receipt of
£50 a year (about 7,000 pounds per year in 2018 terms
) in return for "taking care of his Lordship's buildings".
 He was also influential in the design of the mansion, although he attributed the design of the Marble Hall to Coke himself. William Kent was mainly responsible for the interiors of the Southwest pavilion, or family wing block, particularly the Long Library. Kent produced a variety of alternative exteriors, suggesting a far richer decoration than Coke wanted. Brettingham described the building of Holkham as "the great work of [my life]", and when he published his "The Plans and Elevations of the late Earl of Leicester's House at Holkham", he immodestly described himself as sole architect, making no mention of Kent's involvement. However, in a later edition of the book, Brettingham's son admitted that "the general idea was first struck out by the Earls of Leicester and Burlington, assisted by Mr. William Kent".
In 1734, the first foundations were laid; however, building was to continue for thirty years, until the completion of the great house in 1764.