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Sawtry was listed in the Domesday Book in the Hundred of Normancross in Huntingdonshire; the name of the settlement was written as Saltrede in the Domesday Book. In 1086 there were four manors at Sawtry; the annual rent paid to the lords of the manors in 1066 had been £20.5 and the rent had fallen to £19.5 in 1086.

The Domesday Book does not explicitly detail the population of a place but it records that there were 56 households at Sawtry. There is no consensus about the average size of a household at that time; estimates range from 3.5 to 5.0 people per household. Using these figures then an estimate of the population of Sawtry in 1086 is that it was within the range of 196 and 280 people.

The Domesday Book uses a number of units of measure for areas of land that are now unfamiliar terms, such as hides and ploughlands. In different parts of the country, these were terms for the area of land that a team of eight oxen could plough in a single season and are equivalent to 120 acres (49 hectares); this was the amount of land that was considered to be sufficient to support a single family. By 1086, the hide had become a unit of tax assessment rather than an actual land area; a hide was the amount of land that could be assessed as £1 for tax purposes. The survey records that there were 26 ploughlands at Sawtry in 1086 and that there was the capacity for a further 9.75 ploughlands. In addition to the arable land, there was 68 acres (28 hectares) of meadows and 770 acres (312 hectares) of woodland at Sawtry.

The tax assessment in the Domesday Book was known as geld or danegeld and was a type of land-tax based on the hide or ploughland. It was originally a way of collecting a tribute to pay off the Danes when they attacked England, and was only levied when necessary. Following the Norman conquest, the geld was used to raise money for the king and to pay for continental wars; by 1130, the geld was being collected annually. Having determined the value of a manor's land and other assets, a tax of so many shillings and pence per pound of value would be levied on the land holder. While this was typically two shillings in the pound the amount did vary; for example, in 1084 it was as high as six shillings in the pound. For the manors at Sawtry the total tax assessed was 22 geld.

By 1086 there were three churches and two priests at Sawtry.

During the Dark Ages, Sawtry was divided into three parishes - All Saints, St. Andrew and Judith and originally got its name from the fact that it was a trading centre for salt, an essential commodity in the Middle Ages. The Cistercian Abbey of St Mary was founded in 1147 by Simon de Senlis grandson of Judith of Lens, niece of William the Conqueror who owned land in many parts of Britain but built her Manor in Sawtry and whom the Parish of Sawtry Judith is named after. The abbey took 91 years to complete and ministered to the local area both spiritually and physically. This was demolished in 1540 during the Dissolution of the Monasteries as part of the English Reformation, although traces of the Abbey still remain.