E. Cobham Brewer 18101897. Dictionary of Phrase and Fable. 1898.
Leicester Square (London).
So called from a family mansion of the Sydneys, Earls of Leicester, which stood on the north-east side.
The Earl of Leicester, father of Algernon Sidney the patriot built for himself a stately house at the north-east corner of a square plot of Lammas Land, belonging to the parish of St. Martins which plot henceforth became known to Londoners as Leicester Fields. A square gradually grew up on the spot, and was completed in 1671.Cassells Magazine, London Legends, x