With our native grey partridge now really scarce in this county if you see a partridge it is most likely going to be the red-legged partridge (Alectoris rufa). That said, seeing a partridge at all in Dorset is not a common sight.
The red-legged is far more colourful than its grey counterpart and so identification should not be too difficult and if you do not get a clear view you will find that when disturbed the grey will readily take flight whereas the red-legged is far more likely to stay on the ground and run away in a small group (a covey).
If you are going to find partridge then it will almost certainly be on farmland as they are, of course, bred for shooting on estates and farms. Without this captive breeding for 'sport' there would be no partridge at all now as the red-legged was introduced for that very purpose. The species originates from southern France and Iberia and not being native they can suffer from the British climate and in bad weather in summer young birds frequently perish if wet and cold. Supplied food helps them trough the winter.
The red-legged partridge is also known as the French partridge because of the area of their origin.