Palfrey is a neighbourhood in the Metropolitan Borough of Walsall, in the West Midlands. It covers 3.68 sq km, which accounts for 3.5% of the area of the Walsall borough. The word palfrey refers to a small riding horse which is particularly suitable for women. It is possible that Palfrey's name originated from the keeping of such horses on the land which has sin…Palfrey is a neighbourhood in the Metropolitan Borough of Walsall, in the West Midlands. It covers 3.68 sq km, which accounts for 3.5% of the area of the Walsall borough. The word palfrey refers to a small riding horse which is particularly suitable for women. It is possible that Palfrey's name originated from the keeping of such horses on the land which has since become Palfrey.