With a history dating back to the time of the Norman conquest, spectacular views over the Trent, 17 bedrooms, a private gym and its own cinema, Clifton Hall appeared to have everything for the discerning millionaire purchaser.

But for Anwar Rashid and his family, the Nottinghamshire pile went from home of their dreams to a house of nightmares as they came to believe it was haunted. After eight months of being plagued by unexplained screams in the long corridors, chilling ghostly visitations and mysterious blood spots, they began to fear they had strayed into a real life version of The Others, a horror film starring Nicole Kidman, released in 2001.

In the end the Rashids handed back the keys to the £3.6m mansion because they were too scared to continue living there.

Mr Rashid, 32, a businessman, is not the kind of person who is easily spooked. His level head helped him amass a £25m fortune through a chain of nursing homes, a Dubai hotel and a vast property portfolio, but that was before he took up residence at the 52-room Clifton Hall.

Speaking after the bank took possession of the property last week, he said: "Clifton Hall is a beautiful property, but behind the facade it is haunted. We were like the family in The Others. The ghosts didn't want us there and we could not fight them because we couldn't see them."

The Rashids say the problems started on day one, when they sat down in the evening to relax, only to hear the sound of knocking on the wall and a voice asking: "Is anyone there?"

"We ignored it the first time but two minutes later we heard the man's voice again. I got up to have a look but the doors were locked and the windows were closed," said Mr Rashid.

On another occasion the Mr Rashid's wife, Nabila, 25, went downstairs at 5am to warm milk for the couple's baby and thought she saw their eldest daughter watching television, only to find her sleeping peacefully in her bed.

It all became too much with the discovery of blood spots on the baby's quilt. "That was the day my wife said she'd had enough," said Mr Rashid. "We didn't stay that night. It was the last straw, we felt they had come to attack us. It was really emotional."

By this time friends were refusing to visit them at the house, so the family of six called in the Ashfield Paranormal Investigation Network to try to get to the bottom of the bizarre goings on. But investigators were unable to halt the haunting. Lee Roberts, team leader of the network, said: "Clifton Hall is the only place where I've ever really been scared, even in the light. It's just got a really eerie feeling about it."

Mr Rashid, who now lives in the Wollaton area of Nottingham, has been left shaken. He says he will be looking for something with a little less history next time. "When people used to tell me about ghosts, I would never believe them. But I would tell any new owner it was haunted, having experienced it. I couldn't sleep knowing I have kept something so serious from them."