Coleshill Windmill and the adjacent two-storey farmhouse were built in 1856 by the Grove family of Penn on land formerly part of Bowers Farm. The millwrights were Holmans of Canterbury. The walls of the first storey of the mill are 27 inches thick and support a stone first floor. There is a blocked doorway from this floor which once gave access to an exterior gallery going round the tower. Above the first floor, the tower gradually tapers in towards the cap. The brickwork is less thick, but there are projecting piers corbelled out from the brickwork to carry the two 12 inch square timber beams supporting the second floor. To support the smaller floor joists at this level, the brickwork of the tower is corbelled out nine courses all the way around the inside. Similarly, the brickwork is corbelled out three courses to carry the smaller third floor. The mill had an iron wind shaft and a wooden main shaft. An iron great spur wheel on the first floor drove three pairs of stones. The sails were of a very advanced design and the miller could open and close the shutters even when the sails were in motion. This was done by placing weights on a continuous chain, which turned a rod running through a 2 inch hole bored through the windshaft.

The mill was known as Grove Mill, after the owner, John Grove. John Grove of Penn died in 1868. A valuation of his property in 1870 included 16 acres of land in Coleshill with the Mill House and six acres of woodland.1 The mill was operated by a succession of tenants. One of the early millers was J. Graveney who is listed in the directory of 1869. By 1877, Frederick Michael Ware had taken the mill. The Ware family not only ran this mill, but were farmers at Ongar Hill and Bowers Farms. They also had the lease of Pann Mill, one of High Wycombe's largest corn mills. Fredrick Michael Ware's son, Frederick Lane Ware, was Chairman of Coleshill Parish Council from 1895-1934. The last miller at Coleshill was Alfred Pusey, who ceased to use the mill about 1903 but continued to run Windmill Farm. W.A. Seaby, author of English Windmills, visited the mill in January 1931:

An old man of 84 in the village could just remember it being built ... Its owner once gave instructions for its demolition, but one sail only was removed, when the vigorous protests of the villagers was successful in holding up the work, and the landmark was spared. The sail was not replaced, but was burned. The stocks only of the outer three sails now remain, the fantail is badly damaged, and the gallery has gone. The wagon-shaped cap is unusual in Bucks.