Melville Castle is located a mile (1.5 km) northeast of Lasswade and lies with a 20 ha (50 acre) wooded estate on the banks of the River North Esk. Described as a "three storey toy fort", it was built between 1786 and 1791 by James Playfair (1755-94) for Henry Dundas, Viscount Melville (1742 - 1811), Scotland's virtual ruler in the late 18th and early 19th centuries. Visitors have included King George IV (1762 - 1830) and Queen Victoria (1819 - 1901). Once derelict, reduced to a shell, it has been sympathetically renovated and was re-opened as a hotel in 2003. The 32-bedroom hotel has proved a popular wedding venue.
The current house replaced an earlier Melville Castle which had belonged to David Rizzio (1533-66), secretary to Mary, Queen of Scots (1542-87), who is said to have visited.