Reports include telekinetic phenomena, unearthly screams, the sound of a bell tolling at 2am (the time when monks would have been called to prayer) and disembodied singing near the site of the monk's old graveyard.

The apparition of a brown monk has been reported, perhaps unsurprisingly given the building's religious origins. The monk has been seen in a number of different locations around the priory. These include sightings in the entrance hall of the priory, on the path towards the chapel, inside the chapel itself and also in a corridor leading to the former nuns cells.

The grounds of Burford priory are also reported to be haunted by the ghost of a gamekeeper carrying a blunderbuss or flintlock pistol. It is believed that this haunting is connected to a murder that took place in the late 17th century.

Until his death in 1662, Burford Priory was owned by William Lenthall, the speaker of the House of Commons. Lenthall was survived by his wife Elizabeth, but rather than leaving the priory to his wife, Lenthall had put it in the charge of two trustees until his son was old enough to inherit.

Elizabeth remarried to James Hamilton, 5th Earl of Abercorn, and it appears that there was some animosity between Hamilton and the trustees, who Hamilton saw as standing in the way of his rightful ownership of Burford Priory.

When one of the trustees, a man named John Pryor, was found dead in the ground of Burford Priory, suspicion immediately fell on Hamilton. However, when the case came to trial Hamilton was found innocent. Many belief that he only got off because he had used his wealth to bribe the jury!

The crime was then pinned on a local gamekeeper, who was hanged for the crime on slim evidence. According to Betty Puttick in Oxfordshire Stories of the Supernatural, his ghost was seen regularly in the priory vegetable garden until the resident nuns prayed for his soul and the haunting came to an end.