There is a striking and unexplained dearth of brown dwarf companions in close orbits (< 3AU) around stars more massive than the Sun, in stark contrast to the frequency of stellar and planetary companions. Although rare and relatively short-lived, these systems leave detectable evolutionary end points in the form of white dwarf - brown dwarf binaries and these remnants can offer unique insights into the births and deaths of their parent systems. We present the discovery of a close (orbital separation ~ 0.006 AU) substellar companion to a massive white dwarf member of the Praesepe star cluster. Using the cluster age and the mass of the white dwarf we constrain the mass of the white dwarf progenitor star to lie in the range 3.5 - 3.7 Msun (B9). The high mass of the white dwarf means the substellar companion must have been engulfed by the B stars envelope while it was on the late asymptotic giant branch (AGB). Hence, the initial separation of the system was ~2 AU, with common envelope evolution reducing the separation to its current value. The initial and final orbital separations allow us to constrain the combination of the common envelope efficiency (alpha) and binding energy parameters (lambda) for the AGB star to alpha lambda ~3. We examine the various formation scenarios and conclude that the substellar object was most likely to have been captured by the white dwarf progenitor early in the life of the cluster, rather than forming in situ.