CAPRA's list of caves here says that flints, antler and human bones from the Early Neolithic were found here when it was excavated in the 1950s.
Thomas Hinderwell mentioned it in his 1798 'History and Antiquities of Scarborough and the Vicinity':
Upon the hill, above the house, is a small Cave, in a rock, called by the country people Ilfrid's Hole; they inform the inquirer, from tradition of their ancestors, that a Saxon King of that name, being wounded in battle, fled from his pursuers, and took shelter in this cave, where he remained one night, and was next day conveyed to Driffield.
The following inscription, which was upon a stone over the Cave, and afterwards painted upon wood when the stone decayed, is remembered by some of the ancient inhabitants.
"Alfrid, King of Northumberland, was wounded in a bloody battle near this place, and was removed to Little Driffield where he lies buried: hard by, his entrenchments may be seen."
An inclosure at the west end of Ebberston, adjoining the Pickering road, now known by the name of Bloody Close, strongly indicates that a battle has been fought there; but the tradition is, that Alfrid was wounded in a battle within the lines of Scam-ridge, (either Six Dikes, or Ofwy's Dikes) near this place.
This Cave is now almost filled up by the falling in of the rock ; but several of the old people of the village remember when it would have contained eight or ten persons.