Kinneil House is supposed to be haunted by a "White Lady", Lady Lilbourne was the wife of a Cromwellian General who was stationed at Kinneil House in the mid 17th century. The story goes that the marriage was not a happy one, and Lady Alice was locked into an attic room overlooking the rocky ravine and burn below.
She managed to escape in a white nightgown, but was quickly recaptured. In desperation she flung herself out of the window to her death on the rocks almost 200 feet below. Ever since, the White Lady has been said to haunt the house and its grounds.