Director/PDMR Shareholding

Caledonia Investments PLC
03 October 2005

Notification of Transactions of Directors, Persons Discharging Managerial
Responsibility or Connected Persons

Caledonia Investments plc ('Caledonia') announces that on 30 September 2005 it
was notified of the sale of 73,868 ordinary shares of 5p each in Caledonia by
Sache SA, a connected person of one of Caledonia's directors, The Hon. C.W.
Cayzer. Of the total number of shares sold, 3,244 shares were sold in the market
at prices of 1640p per share (2,860 shares) and 1643p per share (384 shares) and
70,624 shares were sold to the Trustee of the Caledonia Investments plc Employee
Share Trust ('Caledonia EST') at a price of 1634p per share. The shares sold
were registered in the name of Sache SA (55,766 shares) and James Capel (Channel
Island) Nominees Limited (18,102 shares) and represented 0.12% of Caledonia's
total issued ordinary share capital. The shares purchased by the Trustee of the
Caledonia EST, which represented 0.11% of Caledonia's total ordinary issued
share capital, will be registered in the name of Greenwood Nominees Limited A/c
438545.

49,492 of the Caledonia shares sold by Sache SA were included in the beneficial
interests of The Hon. C.W. Cayzer, as they form part of the assets of a family
trust in which his minor children are beneficiaries. The Hon. C.W. Cayzer's
beneficial interests in Caledonia have therefore reduced accordingly.

Following the above transactions, the interests in the ordinary share capital of
Caledonia held by The Trustee of the Caledonia EST and The Hon. C.W. Cayzer are
as follows:
                      Beneficial         %      Non-beneficial      %      Options            %
The Trustee of the    792,974 shares     1.24   Nil                        Nil
Caledonia EST
The Hon C.W. Cayzer   90,730 shares      0.14   83,009 shares       0.13   74,135 shares      0.12



All executive directors of Caledonia are deemed, as potential beneficiaries, to
have an interest in the Caledonia ordinary shares held by the Caledonia EST.

This notification relates to transactions notified in accordance with both (i)
DR 3.1.4R(1)(a) and (ii) DR 3.1.4R(1)(b) a disclosure made in accordance with
section 324 (as extended by section 328) of the Companies Act 1985.
Enquiries:

G P Denison, Company Secretary                         Tel: [phone]

3 October 2005




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