The parish of Burnham Westgate, which incorporates Burnham Market, lies in northwestern Norfolk about 6 miles west of Wells next the Sea. The parish takes its name from the church sitting at what was the western aspect of the market town, Westgate. Burnham Market is a small market town, one of the collective of parishes "The Burnhams" and which which sits on the B1355 road which connects the coastal A149 through to the larger market town of Fakenham. Whilst Burnham Market sits a couple of miles inland there is no doubt that maritime interests dominated here, the "staithes", tidal harbours, at Burnham Norton & Burnham Overy being important to the trade of the town. The hinterland was arable like much of Norfolk. Today Burnham Market is the most expensive area to buy property in the county, its scenic attractions making it a desirable spot for second homes and earning it the nickname of "Chelsea by the Sea" for the weekend wave from the capital, a situation that makes it difficult for locals to acquire property unless through the inheritance route.

St Mary's church sits at the western end of the main street of the town within an elongated oblong of a churchyard, stretched on the east/west axis. Whilst the church had its origins in the 13th century a major rebuilding in the 15th century has removed all but a few traces of that earlier era. A few blocked windows on the southern face plus remnants in the tower are all that remain. The 15th century rebuild followed an earlier augmentation when the 3-bay arcades were added in the Decorated style of the 14th century. The remainder is as a result of the 15th century remodeling, an essay in the features of the Perpendicular style. Despite the prosperity of those times by the 18th century the tower was ruinous and was again rebuilt and rebuttressed, a repeat was needed in 1876 to again prevent collapse. Like most churches the building was restored in Victorian times, in this case in the late 1870s and that restoration like it predecessors was extensive. The church sits on the northern side of Church Walk, parking is available in Station Road opposite the site, behind a neat flint wall topped by tile, entrance is mainly from the eastern end of the churchyard. The narrow width north to south does somewhat limit the angles available for photography.