The ghost of Anne Boleyn haunts Blickling, and although there is no clear evidence, it is believed that she was born on the site of the hall.

Anne Boleyn was rejected by her husband, King Henry VIII, on the birth of a still-born son. He demanded that she should be beheaded, and her ghost (which haunts many different historical buildings in England) often appears as a headless figure. The Blickling haunting is no exception. On May 19 each year (the anniversary of her execution) within the Hall's grounds, Anne Boleyn's ghost is said to be seen in a coach drawn by four headless horses and driven by a headless coachman, her own head resting in her lap. Another version of the events describes the rider to be Sir Thomas Boleyn, Anne's father. There is a Norfolk legend that Sir Thomas was a cursed man, and was forced to drive over 40 bridges in a single night each year. It is believed that as he crosses the bridges he is chased by hundreds of noisy demons.