The school was founded on St. Andrew's Day in 1698. Eight members of the congregation of St. Margaret's, Westminster donated towards the founding of the school, initially a day school for 50 boys. In 1701, the Governors bought an old workhouse from Westminster Abbey to establish a boarding school. From that year it was also a mixed school, with both boys and girls attending. The founders' aim was to provide the poor of the parish with an education, so that they could become "loyal citizens, useful workers and solid Christians". From 1785, 60 boys and 30 girls were admitted. In 1874 it was changed to a girls' school under church management.
Fourways Plant Ltd was employed to design and contract a huge birdcage to full roof height so works could take place.