The earliest piece of evidence for Devonshire Mill is an indenture of the land on which it was built dated 1744. The document refers to a gift of land and herediments from John Silborn a butcher from Bishop Wilton to his daughter Elizabeth on the occasion of her marriage to John Easton a blacksmith from Pocklington. In 1808 the land was sold to surgeon John Bell who invested in many town enterprises and who was, by 1817, a bankrupt. In 1814 the Pocklington Canal Company was formed , and the canal was completed by 1818. In 1823, Timothy Overend was the miller of Devonshire mills, a substantial early investor in the Pocklington Canal. He made his investment with a view to profiting from the movement of grain and flour on the canal.

Londesborough hall was demolished in 1819 by the Duke of Devonshire who tried to reduce his costs when he fell into financial difficulty due to gambling debts. The Timbers from the Londesborough estate were used to extend the Mill - hence the name, Devonshire Mill.

The 1841 census shows Devonshire Mill's inhabitants were Anthony Blanshard, a miller aged 30. It is not known if he was the owner, or simply rented the mill.

In 1840, Henry Cains married Hannah Scaife, the widow of John Scaife, who had owned Clock Mill. Hannah inherited Clock Mill, and Henry Cains and Hannah moved to Devonshire mill in 1848. Hannah died in 1861 and Henry remarried to former servant Elizabeth Gray in 1862. They had five children. The mill was owned at this time by Dr. Wilson, but was occupied by the Cains family.

The Cain's later added steam power and was one of two mills in Pocklington which was run by steam. Henry's son, Henry Parkin Cains inherited the mill in 1891. By 1905 the coal boiler was replaced by oil. Henry Parkin married Ada Nelson in 1893 and they had two children. Son Eric was named as miller in 1933 but ran an electrical repair shop in Pocklington. Henry Parkin Cains was 96 when he died in 1959, which marked the end of milling at Devonshire Mill.