The first castle was built during the XVIth century by Nicolas Hennequin, first Lord of the Fey on the plateau overlooking the Yonne Valley. During the reign of Louis XIII, a second castle was built by Nicolas de Baugy, advisor of the King, who kept a part of the ancient castle.

The Château du Feÿ remained a possession of the Baugy family until 1751 when the baron Melchior de Chamousset bought the Château as well as the surrounding lands and forests. Upon his arrival at the Feÿ, he started considerable works on the castle. The austere Louis XIII atmosphere of the first castle did not appeal to the new owners, who created modern rooms filled with lights, as well as straight alleys amidst the French Gardens.

This XVIIIth century architecture remains until today. Although one can find traces of the old castle, as one of the towers on the outskrits, the Château remains firmly embeddded in the XVIIIth century.