All Saints Church has a crocketed spire, and holds a huge copper ball brought back from the Siege of Boulogne in 1544.
Naseby was the site of a famous battle in 1645 during the Civil War. One of the pivotal battles of English history, it occurred in the aftermath of the Siege of Leicester. It was a disastrous defeat for Charles, who took flight and was eventually captured and executed.
There are two battle memorials in the vicinity.
An old Market Cross remains in the village.
Near the church, a small monument marks the source of the River Avon. The area is an important watershed, and the River Nene and the River Welland also have their sources nearby.