St. Agnes' Well (pictured above) is a Grade II* Well house dating from the Medieval period and restored in the nineteenth century. It is constructed of coursed red sandstone masonry with corbel roof. Its water is accessed via an arched doorway behind which is a large volume of clear shallow water. The water is also piped off for farm use. It has a varied folklore, noted as being a healing well, a wishing well of considerable power, an aid to fertility, and virgins used divinations to 'discover' their future husbands on the eve of St Agnes's feast day.

The area of the Quantocks around Cothelstone is the haunt of the Wild Rider. However, it is a foolhardy person that wishes to seek this ghost out, for to hear him is a herald of bad luck, but to see him would be disastrous.