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Walk Four Counties,

Skip between the borders of Lincolnshire, Rutland, Cambridgeshire and Northamptonshire

For details of other walks, click here

Start in the town's cattle market car park. Turn left, taking the path across the river and meadows to the Lammas Bridge and Bath Row. Turn right, with the mill stream on your right. At the end of the parking area, turn left into a narrow passage, signposted for the tourist office, which leads on to St Mary's Hill. Turn left uphill, and left again into St Mary's Street and the church of St Mary, which has a magnificent 13th-century tower. Just before London Inn, turn right up to Red Lion Square, where you can pause to admire All Saints' Church.

Bear left to walk along All Saints' Street. Continue for half a mile and turn left, opposite Petergate, down Austin Friars Lane and alongside the mill stream. Go through a gate on to the meadow and follow the diagonal path to join a riverside walk. Follow the path to a bridge, cross the River Welland and immediately take the right-hand path, with the river on your right. At a second path junction, keep right, following the river. You pass a pumping station before walking through a tunnel under the A1 (in the middle of the tunnel the noise is deliciously silenced) to enter Rutland.

Follow the riverside track for half a mile. When this track peters out by a bridge, turn left with the fence and hedge on your right. Shortly afterwards, ignore the green track to your right and enter the next field. You should see a white gate on the far side: follow the path to the gate and cross the railway line. On the other side of the tracks, now in Northamptonshire, walk up the field, with a copse on the right. Where the copse falls away, keep ahead across the open field and then veer left at the corner of the hedges. Turn right along a gravel path to All Saints' Church and the village of Easton on the Hill, which appears, like Stamford, to have been removed, lock, stock and barrel from the Cotswolds.

The village is home to the National Trust's Priest's House, a pre-Reformation building that contains a small museum illustrating past life in the village. Continue through the village along Church Street and turn left at the war memorial along High Street, to reach the A43. Turn left along the A43 for 100 yards before crossing to follow the bridleway to the right. Follow this track for almost a mile; it's a delightful stretch of countryside.

Ignore the stiles to your left. Eventually you come to a junction, where you turn left, with ruined Wothorpe Hall to your right. The track bends past the building and, at the next bend, take the stile on your right, signposted towards the trees encircling a pond. Continue to the small farm building and bear left, down to a stream, gate and a tunnel to pass back under the A1 and into Cambridgeshire. Go through a gate at the end of the tunnel and climb the wooden steps to the right to walk along the field. After 200 yards, follow the signpost and turn left by a crumbling wall until you reach a stile on the left. Cross the grass field to another stile and a bridge on to a pebbled track between gardens. At the road, turn right and follow the road as it bends left to reach the main road. Turn left, and after 200 yards turn right into Burghley Park through the Bottle Lodges Gateway. Walk through the park, following the roadway to the deer enclosure, with the architectural extravaganza that is Burghley House looming into view. One of the largest and grandest Elizabethan houses, Burghley was built by William Cecil, a favourite of Queen Elizabeth I. The house and grounds, landscaped by Capability Brown, are open in summer.

From the house entrance, take the road that bears left down to the Pilsgate Lodge Gate. Turn left and walk by the outside of the park wall for half a mile to the second gateway and cross the road to take the signposted bridleway to the railway line and cross through the hand gates. Continue through the next gate into a meadow to cross the River Welland on a footbridge and then cross the mill stream on a footbridge to re-enter Lincolnshire. Turn left on a track past Hudds Mill and then right, to Uffington Road.

Turn left, and continue past the roundabout into Priory Road and the town centre, passing St Leonard's Priory on the left.

Distance: 10 miles.

Time: Four hours. Map: OS Explorer 234 Rutland Water, Stamford and Oakham.

This walk is in 'Walk East Midlands', by Chris Thompson, published by the Ramblers' Association, £8.95 (ramblers.org.uk).

For details of other walks, click here

For more information on staying in Cambridge, click here

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