The village name 'Brickhill' is a compound of Brythonic and Anglo Saxon words that have the same meaning: a common occurrence in this part of the country. The Brythonic word 'breg' means 'hill', as does the Anglo Saxon word 'hyll'. In the Domesday Book of 1086 the village was referred to as Brichelle.
The village has, for a long time, gathered most of its income from the Roman road Watling Street that passes through the parish from east to west, and anciently from a market that was established in the village in 1228. At one time the county assizes were held in Little Brickhill, making it adversely larger than nearby Great Brickhill. The last time the assizes were heard here was in 1638. Between 1561 and 1620 the names of a number of executed criminals appear in the burial register of the village.