William Alleyne Cecil, 3rd Marquess of Exeter PC, styled Lord Burghley between 1825 and 1867, was a British peer and Conservative politician. He served as Treasurer of the Household between 1866 and 1867 and as Captain of the Honourable Corps of Gentlemen-at-Arms between 1867 and 1868.

The Captain of the Honourable Corps of Gentlemen-at-Arms is a post in the Government of the United Kingdom that has been held by the Government Chief Whip in the House of Lords since 1945. Prior to 17 March 1834, the Gentlemen-at-Arms were known as the Honourable Band of Gentlemen Pensioners.