The Dorset Paranormal team will set up monitoring equipment at the town's Royal British Legion Club following years of reported sightings of a ghost.
Club secretary John Davies said: "I'm a sceptic - I've never seen or experienced anything here but female members of staff say they have and I've got to accept that.
"They say it's a woman and they don't feel threatened or upset by it.
"It's a mystery but not a problem. This team might find something with all their equipment."
Judy Butler, who worked at the club for 27 years until 1996, recalls seeing the ghost in several parts of the building.
She said: "I have seen her. It's definitely a woman, I would say a servant rather than gentry.
"She would do peculiar things like turn the radio on or occasionally move things around but nothing that was ever a problem.
"It always goes cold when she's about.
"I was never disturbed about it. I just called her, Her.
"I'll be interested to see what that team find out on Monday."
Mrs Butler said other members of staff had also experienced the ghost's presence.
She said a woman who spent three nights at the club on security duty reported that her Alsatian dog had refused to enter two rooms.
Dogs brought in for security checks on other occasions have also balked at parts of the building.
Mrs Butler said the ghost frequented all parts of the building though especially a room used as an office and the one below it that is a meeting room.
Mr Davies said: "This is a gorgeous building built by the Bastard brothers for their sister after the great fire of Blandford.
"It was built in about 1760 though the skittle alley is subterranean and might date from before the fire.
"People have said the ghost, if there is one, could be the Bastard brothers' sister."
Dorset Paranormal Investigators state on their website their main aim is to help people who believe their home or place of work is haunted by providing evidence to help clients make up their own minds about activity.
They state they are not ghost-busters but a mix of believers and sceptics to aim to investigate causes of reported paranormal anomalies, advance scientific understanding of the paranormal and further public knowledge.
They will be carrying out investigations at Nelsons wine bar in Blandford and the A35 at Bloxworth soon.
They have already carried out investigations in homes and other premises in Dorchester and the Weymouth area including Nothe Fort.