Sandy Mill is recorded as being built in 1857 and demolished in 1977. The 1857 date is supported by a valuation carried out in 1927 but, if correct, the mill only replaced an earlier structure.
Sandy’s entry in the Domesday Book records that Sandy had two mills. This may have meant one mill with two pairs of stones or it may have meant two separate buildings, one in Sandy itself and another in the now lost settlement of Kinwick. The Sandy mill was in use to the 1960s and was demolished in the 1970s when housing units were built on the site. The mill site sits directly adjacent to the Greensand Ridge Walk which runs alongside the old mill stream and by the Riddy Nature Reserve.
Although the building itself no longer exists, the site of Sandy Mill is directly on the GSRW route, next to the Riddy Nature Reserve.