The Old Windmill was built in 1828 during colonial times by convicts for grinding grains, such as wheat and maize. The Old Windmill originally had wind-powered sails. The grinding of the grains was done by treadmill from October, 1828, with the wind-powered sails being used from December, 1828. The treadmill was dismantled in 1842 when the convict settlement was closed
From Wickham Terrace it is a beautiful walk down the steps through King Edward Park to Ann Street and the city. Central Station is opposite the steps across the Road.