Dorchester House is the largest of all the many large private residences in London. It is built of limestone, and occupies a conspicuous position in Park Lane. The owner is Capt. Holford, equerry-in-ordinary to the Prince of Wales, and of him it was hired by the India Office for the use of the Shahzada while the Ameers son was staying in England. Until then Dorchester House had been empty since the death of Mr. R. S. Holford, who bought it from the fourth Marquis of Hertford. The third marquis, the original of Thackeray's Lord Steyne, who cuts such a detestable figure in Vanity Fair, died here. There is a capital collection of paintings by old masters, which may be inspected during the spring and summer by properly introduced visitors.
source: The Queen's London : a Pictorial and Descriptive Record of the Streets, Buildings, Parks and Scenery of the Great Metropolis, 1896