The MARKET CROSS on Cornhill was completed in 1780 and is considered to be the finest post- medieval building in Bury St Edmunds. The architect Robert Adam designed the building as a grand theatre on the first floor and an open market on the ground floor. The theatre, being so successful, moved to its present site in Westgate Street and the upper floor became a public room for concerts and recitals; the composer Liszt appeared there in 1842.

Following the theatre's departure, the building fell idle for a time before being used as the town hall. The ground floor is now used by businesses and the first floor is the art gallery, ensuring that the tradition of entertainment and culture associated with the Market Cross is preserved for the future.