Curled up in a window seat in the Gruuthuse museum, where Edward IV once took refuge while the turmoil of the Wars of the Roses briefly thrust the opposing Lancastrians back onto the throne, I felt that at last, after years of writing about it, I had finally found the 15th century.

It didn’t hurt that I was staying in the palace – now a Kempinski hotel – where Edward’s sister Margaret of York slept when she arrived as the new Duchess of Burgundy. A top-of-the-market choice, but then I was writing a book, Blood Sisters, about the women behind the Wars of the Roses, wasn’t I?

All right, so Margaret didn’t warm herself up, at the end of a damp day’s sightseeing, by swimming lengths in the pool, but she certainly had her luxuries. At that time, Bruges was a jewel in the crown of the rich Duchy of Burgundy, whose ruler, Charles the Bold, was a catch even for a Yorkist princess. When Margaret arrived in Bruges in 1468 and was borne in her crimson litter between the gates of the ducal palace, she found mead pouring from a fountain in the form of a golden pelican, perched in an artificial tree. Though it was July, the weather that greeted Margaret was windy and rainy – a problem many new arrivals experience today.

The day after her arrival came the famous tournament of the Golden Tree. After nine solid days of feasts and entertainments during which monkeys threw trinkets to the company, and a court dwarf on a gilded lion competed for attention with a wild man on a dromedary, the event was dubbed the wedding of the century. The Englishman John Paston wrote: “As for the Duke’s court as of ladies and gentlewomen, knights, squires and gentlemen I heard never of none like to it save King Arthur’s court…” Then, as now, visitors discovered that Bruges knew how to party.

Part of Margaret’s palace has survived, and in the present Dukes’ Palace hotel the tower – though not the pelican – is still there and plain to see. Just a brief walk up the Geldmunstraat in the great square, the Markt, is the building from which Margaret watched the tournament in her honour.

Most of the tiny centre of Bruges has preserved the architecture and atmosphere of the past to an amazing degree. Small wonder that, throughout this winter, the city and its environs are playing host to the cast and crew of The White Queen, the BBC’s forthcoming adaptation of Philippa Gregory’s Wars of the Roses novel (among other things, the neo-Gothic town hall on the Markt offers the television crew a stand-in for Westminster Palace).

From the Markt – which before Christmas hosts a market and ice rink – a short street filled with chocolate shops leads you to the Burg, one of Europe’s finest medieval squares. The glowing decorations inside the Heilig-Bloedbasiliek, the Basilica of the Holy Blood, may date in part from the 19th century, but the great black chimney piece in the main chamber of the Bruggemuseum-Brugse Vrije is a Renaissance masterpiece. And that’s before you’ve started on the exhibits.

Burg, one of Europe’s finest medieval squares (photo: Alamy)

South of the Markt and across the Dijver canal is the Gruuthuse. It wasn’t only Edward IV who stayed here, though. Charles II was here in his exile, and you feel the carved angels and tranquil rooms flanked by waterways must have given him reassurance. From the private chapel of the Gruuthuse, a discreet window looks straight down into the Onze-Lieve-Vrouwekerk, the Church of Our Lady, and the golden tombs of the ducal family, portrayed with their pet dogs at their feet. It seems to be another of Bruges’s specialities – that combination of colourful richness and unexpected intimacy.

It’s a cliché that Bruges is the “Venice of the north”, after the canals that circle and cross the city. But while Venice is a lateral waterscape of pale dreamy tones, Bruges is vertical and verdant, built in warm brick, and of the earth. Another thing the cities have in common, of course, is an extraordinary artistic heritage; that of Bruges is the more powerful, perhaps, because Hans Memling and Jan van Eyck are less familiar to most of us than Titian and Tintoretto. Certainly less familiar to me. I found myself bowled over in a way I haven’t been by the museums of many a larger city.

The Groeningemuseum, Bruges’s main gallery, contains some of the finest Flemish primitives. But you may prefer your art housed more atmospherically. On the other side of Onze-Lieve-Vrouwekerk is Sint-Janshospitaal, which was a hospital from the 12th to the 19th century. In the old hospital church you’ll find a small museum, Memling in Sint-Jan, largely devoted to the works of that master. The faces of the saints Catherine and Barbara in The Mystic Marriage of St Catherine may be those of Margaret of York and her stepdaughter Mary of Burgundy.

The Gruuthuse Museum (photo: Alamy)

South again is the Minnewater, the Lake of Love; and if that makes it sound a bit of a trek, it’s still only a 10-minute walk back into the centre. This said, the secluded spaces of the Beginhof still feel a world away. Founded in 1245 as a beguinage, a refuge for religious-minded women who stopped short of the full nun’s vows, it operated as such until very recently, and is still a Benedictine convent.

Bruges boasts many different brands of charm for a place so tiny. To the north-east of the Markt is the Sint-Anna district – what used to be the artisan area – where the almshouses and folk museum still pay tribute to the city’s craft history. The White Queen has been filming there, too: another of Bruges’s attractions is that it offers so many different moods, without ever having to step outside the 15th century. It is a whole world in miniature, much as many medieval cities used to be.

Historium, a new attraction, is scheduled to open on the Markt towards the end of next month – seven multi-sensory rooms promising (amid publicity packed with Harry Potterish pictures) to introduce visitors to “the Magic of the Middle Ages”. In this of all cities, it seems unnecessary.

'Blood Sisters: the Hidden Lives of the Women Behind the Wars of the Roses’ by Sarah Gristwood (HarperPress, £20; e-book £14.99) is available from Sunday Telegraph Books at £18 plus £1.35 p & p. Call 0844 871 1516 or visit books.telegraph.co.uk

Bruges essentials

GETTING THERE

The nearest airport is Brussels. British Airways (0844 493 0787; ba.com), among many others, has flights from Heathrow from £129 return. Onward trains, via Brussels’s main station, take about an hour. Or take the Eurostar (08432 186186; eurostar.com) to Brussels from St Pancras (eurostar.com); the Bruges train is then just a platform hop away; from £82 return.

THE INSIDE TRACK

The tourist office has a free booking service at brugge.be; also helpful is the association of hoteliers website, hotels-brugge.org. The Bruges card available to visitors reduces the cost of museum entry; be aware that many museums close on Monday. Historium (historium.be) is scheduled to open on November 25.

Shopping in Bruges is an unexpected pleasure. Everyone knows about the ubiquitous lace (not all of it machine-made in the Far East), and in Belgium chocolate is a given, but around the Markt boutiques feature interesting modern design. Check out the weekend flea market along the Dijver canal in summer months (when a canal cruise offers a good way to see the city).

Besides the Christmas market on the Markt, which runs from the last week of November until New Year, Ascension Day in May sees the even more evocative Procession of the Holy Blood, when the venerated religious relic is carried through the streets and, in the basilica of that name, the devout can pay their respects individually.

Bruges Christmas market (photo: Alamy)

Bruges works so well as an in-and-out weekend short-break destination, it’s easy to forget it can readily be combined with a number of day trips: to Ghent, with its own formidable medieval legacy; or to Ieper (Ypres), with its connections to the First World War.

THE BEST HOTELS

De Tuilerieën ££

Bruges makes a speciality out of hotels that feel like your home – only much, much better. De Tuilerieën, recently voted the best hotel in Belgium, proudly boasts the list of celebrity clients who have enjoyed its antique armchairs and open fires (0032 50 343691; hoteltuilerieen.com; doubles from €135/£110 per night).

Hotel de Orangerie ££

Even in a city filled with stylish boutique hotels, the Orangerie, built in a former convent, stands out for its central location and terrace on the water (341649; hotelorangerie.be; doubles from €165/£134).

Canal boats outside Hotel de Orangerie (photo: Alamy)

Kempinski Dukes’ Palace £££

The style of this comparatively recent five-star conversion is sleekly modern, right down to the spa, but nothing detracts from the sheer pleasure of finding yourself in what was once part of the 15th-century royal palace (447888; kempinski.com; doubles from €219/£178).

THE BEST RESTAURANTS

Breydel-De Coninc ££

An unpretentious but remarkably central venue which is the place in the city for mussels – effectively Belgium’s national dish (Breidelstraat 24; 339746; breydeldeconinc.be).

De Stove ££

A small, friendly, owner-run restaurant with a fresh, original menu to compensate for slightly erratic opening hours. As at other restaurants in the city, booking is essential (Klein Sint-Amandsstraat 4; 337835).

Den Dyver £££

Famous for its delicious dishes made using Flemish beer, with an extensive selection of matching microbeers (Dijver 5; 336069).

WHAT TO AVOID

Filming of The White Queen may add to the fun in many ways, but it will also inevitably mean the occasional closure of streets and buildings. Either be prepared to take the cons with the pros, or check ahead on any site you are particularly anxious to see.

Avoiding damp and chilly weather isn’t always an option in Bruges, in any season – it’s the one area in which the city has a deservedly poor reputation, even by northern European standards. But at least you can avoid being caught unprepared.

Driving inside the city centre is difficult in the extreme; there are a number of large car parks on the edge of the city.

Hotel prices are often room only, and breakfast in-house can be very expensive.

DID YOU KNOW?

Bruges may come from the Dutch for “beach head” or from the same root word as “bridge”.