The building that houses Challenge was built in 1993 and served as an Incredible Universe electronic store.

From August 2003 to May 2005, the high school was in a series of temporary buildings outside the Houston Community College campus.

In August 2005, the doors opened to the newly constructed high school at Houston Community College.

Challenge Early College is at 5601 West Loop South, Houston, TX 77081.

It is across the street from Houston ISD's Pin Oak Middle School, which is in the city of Bellaire.