Reg Cundick and Danny Howell in the book The Inns And Taverns Of Warminster, published in November 1987, stated:
The Wheatsheaf
This former inn situated at Bugley (now Victoria Road) is in the centre of a row of old cottages alongside Haygrove Lane. It is known today as Wheatsheaf Cottage.
The Wheatsheaf almost played a part in the history of England, being linked with the “Warminster Plot” whereby King James II was to be lured to Warminster and assassinated in 1688. The King’s army was mustered at Salisbury, and Warminster was expected to be in the middle of a clash between these troops and those of William of Orange, who was preparing to fight for the throne after landing his army near Exeter. On 19th November 1688, King James arrived at Salisbury and occupied the Bishop’s Palace. He found he was surrounded by treachery and made hurried preparations to move to Warminster, intending to review the situation and lead his men in person against the advancing enemy. Unbeknown to the King, plans were being made to assassinate him at the Wheatsheaf Inn. As he descended the stairs at the Bishop’s Palace, with his carriage waiting to take him to Warminster, he suffered a violent nosebleed which did not stop for three days. During that time James lost his kingdom but the incident probably saved him his life.
It is not known when the Wheatsheaf ceased to be an inn.