It was founded in 1925 by Bishop Francis William Howard and Brother George Sauer, and is part of the Roman Catholic Diocese of Covington.

In 1885, Bishop Camillus Paul Maes invited three brothers of the Society of Mary of Dayton, Ohio, to run the all-boys parochial school at St. Joseph's Parish on 12th Street.

In 1925, responding to Bishop Francis William Howard's call for a four-year Catholic boy's high school in Northern Kentucky, the Marianists opened Covington Catholic High School at Mother of God on West 6th Street, with a freshman class of 32.

[3][4] In the early 1950s, it became apparent that Covington Catholic High School would have to be expanded further to accommodate increased demand.

Pastors from 13 Northern Kentucky parishes approved plans for construction of a new 44,000-square-foot (4,100 m2) high school building on a 14-acre (5.7 ha) plot in Park Hills, a few miles away from the previous location in Covington.

Parents began sending their children to Covington Catholic instead of nationally renowned Moeller High School in Cincinnati.

[7] In 1968, Covington Catholic introduced Project Team Build in response to the financial and staffing challenges that parochial schools were experiencing.

The program consisted of modular scheduling, team teaching, independent study, and grading based on self-assessments, with increased participation by parents.

[14] In October 2003, Covington Catholic became the first high school in the Cincinnati area to ban tailgate parties at on-campus sporting events.

[15] The campus expanded again in 2010 with the acquisition of 5 acres (2.0 ha) and an adjoining church property with a 20,000-square-foot (1,900 m2) building,[4] now called the Griffin Centre.

[14] Covington Catholic began a $7.6 million capital campaign to renovate and expand the school's other facilities.

The $2.6 million project upgraded the field, stands, and press box and added floodlights for night games.

[26] The Colonels play home games on the school grounds, at Wooten Field at Dennis Griffin Stadium.

[27] The swimming and diving teams practice at Silverlake Recreation Center in Erlanger and at Northern Kentucky University.

[37] On January 18, 2019, the school attracted attention when videos showed Nathan Phillips, a Native American who was participating in an Indigenous Peoples March in Washington, D.C., approaching a group of their students while beating on a drum.

[42][43][44][45] The school and the Roman Catholic Diocese of Covington initially apologized to Phillips and said that they would further investigate the matter.

[46] Bishop Roger Joseph Foys subsequently apologized to the students involved, saying, "We should not have allowed ourselves to be bullied and pressured into making a statement prematurely.