The feathered thorn (Colotois pennaria) is one of those hardy species that can be found later in the year, usually from the middle of September until deep in to November. They are generally a night time species but I found this one during the day but as this was late in the year it may have been on its last legs (wings?).
Widespread and locally common but seldom seen this moth likes woodland and bushy places including heath. This fits in with the fact I found this specimen in the wooded area of Arne where the underlying habitat would be heathland if trees had not been planted there many years ago.
This species overwinters as an egg and the larvae can be found on most species of deciduous trees and shrubs in spring.