The large St. Peter's Church has a tall 13th century tower and West Front.
Rutland Water was originally going to be called Empingham Reservoir.
Empingham Bridge is a mediaeval stone bridge with cutwaters, which allowed those on foot to cross the little River Gwash to church.
There is a 17th century stone dovecote and a 13th century moated site.
The Battle of Losecoat Field was fought nearby.