Built in the beginning of XVth century by Pierre de Bournan the castle was later given in property to Jeanne de Bourbon (natural daughter of Louis XI. She implemented additional front tower and gallery and gave the building its final looking.
From the 12th century on, the property was owned by a series of aristocratic families, including the de Montsoreau, de Marmande, de Sainte-Maure, and d’Artois.
In the 14th century, during the Hundred Years War, Le Coudray-Montpensier was a fine fortress with a drawbridge, moats and barbicans. For its defence and guard it had a castellan and yeomen from the surrounding country who were mustered as the fortunes of war required.