Belgrave Hall is an early 18th Century house located north of the city centre of Leicester. The hall, originally built in 1709, now serves as a Museum with period rooms showing the contrasting lifestyles of an upper middle class family and domestic servants in a Victorian house and gardens. The Hall is in the midst of two acres of serene walled gardens that are open to the public, while the gardens were an important aspect of the Hall in Victorian times as a status symbol that showed the family's wealth. Over the years there have been a number of unexplained paranormal activities in and around the Hall and today, one of which was caught on CCTV footage in 1998 when, supposedly, two ghostly white figures were seen prowling the gardens. This catapulted Balgrave Hall in the world's media spotlight, however scientists and parapsychologists remain sceptical about the authenticity of the footage.

The Most Haunted team were joined by celebrities Vic Reeves and his wife Nancy Sorrell for the first special edition of Celebrity Most Haunted. The investigation begins with Derek connecting with the spirit of Edmund Craddock, the man who originally built the Hall. Investigating the parlour Derek picks up on a significant female presence, relating this to the Ellis sisters who showed a distinct disliking for Edmund. Exploring the nursery Rick was experiencing some unexplained sickness and was taken outside for some fresh air. A little time passed before Stuart came storming into the room saying that he’d seen a mysterious white figure walking amongst the gardens which then suddenly disappeared. This is then verified by another team member who suggests they saw a white figure sitting next to Rick on the bench after Stuart had left him to reveal his extraordinary tale. Unfortunately nothing was caught on camera. During the night-time vigils Vic decides to face his fears and takes a lone walk around the building, however after a few unexplained noises fear gets the better of him and he makes a swift retreat to the safety of the group. The team then decide to conduct a séance where Derek appears to become possessed by the malevolence of Edmund Craddock. He seems to be a little out of control, and then proceeds to grab Stuart by the throat. The team manage to wrestle Derek away after a brief struggle and force him to the floor. After some time to recuperate the group decide to give the séance another go. This time there appears to be a drop in temperature and Jon clearly appears to be feeling faint. Yvette then feels her feet rising from the floor at which point something appears to rush past Karl, who is knocked off his chair. Vic growls at the apparent invisible intruder and pursues him up the stairs to a room where he feels he has fled. Upon that the team decide to call it a night.