The Romans connected Hod Hill with Lake Farm, Wimborne, by a military road which largely followed the old track way from Badbury to Buzbury Rings. Romano-British occupation of Buzbury Rings occurred. Aerial photographs show evidence of a small Roman fort close to Buzbury, presumably sited to protect this important route.

Very little is known about the Tarrant Valley during the Saxon period although the Domesday Book records that this village was owned by Herling before 1066. It also gives a snapshot of the community in 1085-6 when it was owned by The Bishop of Lisieux. Its description reads - "It paid tax for 10 hides and the third part of ½ hide. Land for 8 ploughs, of which 5½ hides are in lordship; 3 ploughs there; 6 slaves; l2 villagers and 14 smallholders with 4 ploughs, 2 mills which pay 30s and 1,000 eels; meadow, 76 acres; pasture, 22 furlongs in length and width; woodland 8 furlongs long and as many wide. The value was and is £13." Only males were recorded so multiplying by 3 suggests a population of about 96 souls. The mills were driven by water and probably used a horizontal mill wheel similar to those still used in parts of Orkney & Shetland.

The oldest building in the village is part of All Saints Parish Church. Judith Robertson notes in her brief history of the church -"The list of Rectors of Keynston begins in 1317, although there is a record of a previous incumbent in 1286. This supports evidence that there was a church on this site from a much earlier time. For some unknown reason the church is aligned SE/NW rather than the normal E/W. All that remains of the mediaeval church at Keynston is the tower and the tenor bell. The tower is termed "decorated" and undoubtedly dates from the 14th century. By the 1850s the church was in a very dilapidated condition and possessing no feature of architectural interest it was decided to rebuild. A Faculty, dated May l0th 1852 in the Salisbury Diocesan Records Office, reads - "The ancient church to be wholly demolished (save the tower) and rebuilt on the same site." The cost was £1500." In the churchyard stands the tomb of the Bastard family who, as architects, played a large part in the rebuilding of Blandford after the disastrous fire of 1731 and lived in this village. There was a Primitive Methodist Church from 1855-1974; the building is now a private house on the Wimborne side of the crossroads.

The village probably grew around All Saints Church because the route from the north and one from the Blandford area entered the village roughly along the farm track which starts opposite Church Close.

The main Blandford - Wimborne road B3082 was established as a turnpike in the late 1700s. There was a toll house on the Blandford side of the True Lovers Knot PH which itself dates from the period when the turnpikes were made. The toll house was demolished in the 1960s. The turnpike never made money as local people used the older routes which were free so the tolls were removed on 11th November 1882. The Tarrant road bridge by the crossroads dates from about 1800.

There are 21 grade II listed buildings in Tarrant Keynston most of them dating from the 18/19th century. Perhaps five should be singled out for special mention. These are Manor Farmhouse, The Old Rectory, Keynston Lodge, Marriotts and Simplers Joy. Manor Farm and its farmyard, now Church Close, closed in the 1990's. The Old Rectory dates from the latter half of the 18th century and had substantial alterations made by Rev Austen in 1867 estimated at £702. With the mergers of the Tarrant Valley Anglican Churches it was made redundant. The service range at Keynston Lodge was built about 1700 as a separate house. The main range is late 18th century with early 19th century additions on the north. Much of the service range collapsed during reconstruction of the house and although built back to the original size it is greatly changed from the original. Marriott's, formerly "Sunnyside", originally included the village carpenter's shop in its estate. Simpler's Joy on the B3082 is a good example of a cob cottage. Originally it doubled as the village shop. Henry Martin persuaded the Smith-Marriott Estate to let him build a shop at the end of Valley Road opposite the True Lover's Knot. He later added a Post Office counter but the shop closed in 1986. A 14-15th century longhouse was the centre of the Wells' farm until demolished in the 1960s. It stood where 'Madron' and adjacent houses now stand. There is one remaining farm in the village, Brookfield Dairy.

The Church of England Primary School occupied the site of the two recent houses adjacent to the village hall on land owned by the Salisbury Diocese. Built in 1853 together with the house for a mistress it was designed for 60 pupils but rarely had more than 30. It was enlarged to take 100 in 1962 to accommodate RAF children from Tarrant Rushton airfield at the time of the Berlin Airlift. In 1982 the school closed as a C of E primary school and the children were bussed to Spetisbury C of E First School. From 1982-90 the building was used as a Rudolf Steiner school. In 1990 the old school site was sold to two purchasers who each built a house.

An old village hall, called The Church Room, stood on the site of "Thistles" in Valley Road and was the centre of many successful village activities. In the 1960s this site was exchanged for a half acre plot nearer the centre of the village. The cost of a new hall was to be raised by the villagers. In the event the cost of such a hall always exceeded their savings. The playing field, on which the Anne Biddlecombe Hall stands today, was purchased from Dorset District Council with the money obtained from the sale of the half acre plot. Sadly Anne Biddlecombe never lived to see the hall which bears her name. Her bequest of about £70,000 grew to about £130,000 due to astute investment by the Hall Committee making it possible: it opened in 1991. It is now the focus of village life with clubs and societies meeting there and visits from musical groups, film shows, travelling and local players.

It was the centre for the Jubilee and Millennium village festivities. The Village Hall Trust Committee ensure its smooth running.

Anne Biddlecombe(1907-1986), a person of great energy, came to the village in 1929 from Liverpool. She was a Girl Guide District Commissioner, chairman of the then Blandford District Council and served as a JP. She successfully bred and showed Corgis and exhibited chrysanthemums nationally.

It is easy to think that the parish consists of the houses around the crossroad. It actually extends for just over a mile towards Tarrant Rawston and from there across fields to Ashley Wood Golf Clubhouse. The boundary then cuts across country to Tarrant Mill.