The site used to be the burial ground of Pentonville Chapel, later known as St James's Episcopal Chapel, an additional burial ground for Clerkenwell parish church of St James. In the late C19th the burial ground was transformed into a public garden and later extended. Many of the headstones remain stacked against the north boundary wall of the old burial ground. It takes its name from the famous clown Joseph Grimaldi buried here in 1837 and whose railed grave remains in the park.