In London, he spent his time in printing-houses, newspaper offices, theatres and taverns. His London was the city to the west of St Paul's - Holborn, the Strand, Covent Garden, Piccadilly, Mayfair and, most of all, Soho, where he would die in 1830. There, he drank and smoked with Charles Lamb, Leigh Hunt and Coleridge, consorted with actresses and prostitutes, went to the theatre, and wrote some of the finest prose in the language.
It was a noisy, dirty, busy place, much as it is today, and he revelled in it. Man in London, he wrote, "becomes a sort of public creature. He lives in the eye of the world, and the world in his." But there were times when he had to escape it - and flee to Winterslow.
In his time, Winterslow Hut (now the Pheasant Inn) was in the middle of nowhere, something almost impossible to imagine now, given the A30 dual carriageway directly in front of it; as in Hazlitt's time, it is the main road from Salisbury to Andover. In those days, the only thing to pass along it was the occasional horse.
Hazlitt wrote whole books in the upstairs room he rented from the landlady, Mrs Hine. All of his Lectures on the Comic Writers were composed here in an intense burst of activity in August 1818, while in spare moments he distracted himself with the young lady who acted as his copyist.
That may explain why he portrayed it, in an impulsive moment, as a latter-day Eden: "I look out of my window and see that a shower has just fallen: the fields look green after it, and a rosy cloud hangs over the brow of a hill; a lily expands its petals in the moisture, dressed in its lovely green and white; a shepherd-boy has brought some pieces of turf with daisies and grass for his young mistress to make a bed for her sky-lark, not doomed to dip his wings in the dappled dawn."
The village of Winterslow, where his wife owned a cottage, is two miles from the Pheasant, at the end of a country lane. Hazlitt must have walked down it hundreds of times. I returned to it this winter on one of those inhospitable days when the sky is uniformly grey and the cold bites into the bone. In the frigid hibernal light, the landscape seems flat and dull - but perhaps that was its value to Hazlitt. It is the kind of countryside that encourages your mind to wander, just as Hazlitt's does in his essays. In London, he once said, his writing was "cramped and dry; in Winterslow, it flows like a river, and overspreads its banks".
After three-quarters of a mile, the road curves uphill before levelling out on the outskirts of what is now Middle Winterslow. Just as you enter the village, you come to a bridleway - the Roman Road between Salisbury and Winchester, which, overhung with trees, can have changed little since Hazlitt was here. Indeed, it must have given him a means of getting quickly to Salisbury, whether by foot or on horseback.
Middle Winterslow as Hazlitt knew it is long gone. The modern visitor is confronted by a small town crammed with functional post-war housing, a dormitory for nearby Salisbury. Take a look at the Ordnance Survey map of Winterslow for 1876 - the earliest available - and you find that, even then, there were only a handful of buildings here. Most of the village consisted of orchards, fields and wildflowers; and there, in a little undiscovered paradise, Hazlitt played father to his only surviving son and husband to his long-suffering wife.
Today, a modest post-war residence called Hazlitt House stands on the spot once occupied by Sarah Hazlitt's cottage. I knock on the door. It is opened by a friendly housewife who looks bemused - not surprisingly as, in walker's gear, I'm unlikely to be selling either double glazing or The Watchtower.
She perks up when I mention Hazlitt: "We've got some books on him here, if you'd like to look at them." We talk about my interest in him, and she expresses pleasure at the fact that he is "coming back". And yes, there was another building on this spot, long gone. "You must get good literary vibes here," I say. "Well," she replies, "we certainly get them from across the road on a Saturday night." The village pub is behind me.
If you come out here, it's worth crossing the fields beyond the village to the church in West Winterslow. The landscape, even when the weather is bleak, as on the day of my visit, is a welcome antidote to the bustle of the village. This is what remains of the place from which Hazlitt once drew so much creative energy.
He may sometimes have accompanied his wife on this walk when she visited All Saints church; the contours of these rolling hills were certainly in his mind when he wrote of this place many years later: "One of the most delightful parts of my life was one fine summer, when I used to walk out of an evening to catch the last light of the sun, gemming the green slopes or russet lawns, and gilding tower or tree, while the blue sky gradually turning to purple and gold, or skirted with dusky grey, hung its broad marble pavement over all, as we see it in the great master of Italian landscape."
This is the place he describes with an almost visionary intensity, the old tower of All Saints being that on which the sun stubbornly refuses to shine this dying midwinter afternoon.
Duncan Wu is professor of English at St Catherine's College, Oxford
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