This unusually named beerhouse was presumably linked to a local Oddfellows' Lodge of the same name. In turn, the lodge may have taken its name from an area of East Ardsley near Wakefield which was known locally as "Who Could Have Thought It" after ten miners were killed in a tragic accident in 1809.
At the time of the 1861 Census, the licencee of the beerhouse was Hepzibah Heeley (also given as "Healey"), a 45-year-old former dressmaker who was born in Cawthorne, near Barnsley.
Local merchant Benjamin Beaumont was named as the owner of the premises in a court case from January 1870. On 24 January 1867, he had leased it to William Wilkinson (landlord of the Spink Nest Inn) for £26 per annum for 3 years, to by paid in monthly instalments. In turn, Wilkinson had sublet the beerhouse to the Heeley's, but at the Brewster Sessions held in August 1869 the beerhouse licence was withdrawn and the Heeley's left. Wilkinson then failed to pay the final 3 months of the contract. Beaumont was awarded £6 10s. plus costs.
An inn of the same name was recorded as existing at Thunderbridge (Robert Cleasby was the landlord in 1866) whilst another beerhouse called the "Who Could Have Thought It" was situated at Clough Head, Southowram, near Halifax.
The exact location of the Who Could Have Thought It on Castlegate is not known.