The school was first located on Hamilton Street in Albany, but less than a year after its opening, the Sisters of the Holy Names of Jesus and Mary purchased property at 628 Madison Avenue and began preparations to move the academy.

In 1922, the Sisters purchased the Hennessey Farm on New Scotland Road, but it was not until 1957 that a school building was placed on the property.

In that year, the Sisters opened a new high school building for grades 9 through 12 at 1075 New Scotland Road.

In January 2016, it was announced that Academy of the Holy Names would discontinue Pre-K through 5th grade education at the end of the 2015–2016 academic year due to declining enrollment.

[2] This is said every morning during announcements, after a reading from Scripture: "Blessed Mother Marie Rose, we firmly believe in the power of your intercession with almighty God: Father, Son, and Holy Spirit.