Naunton in The Cotswolds, United Kingdom. Naunton is a village in Gloucestershire, situated in the area of outstanding natural beauty on the River Windrush. The Cotswolds is an area in south central England. The area is defined by the bedrock of limestone that is quarried for the golden coloured Cotswold stone. It contains unique features derived from the use of this mineral; the predominantly rural landscape contains stone-built villages and historical towns.