At first, it shared its premises with Bedford High School, until in 1892 it moved to St Paul's Square, occupying the William Cowper building left vacant by the Grammar School, with Mary Eliza Porter as headmistress until her resignation in 1894.

[2] In 1938, having outgrown its St Paul's Square site, the school moved to new buildings designed by Oswald Milne on the southern bank of the Great Ouse on Cardington Road, Bedford, built on playing fields there already owned by the Harpur Trust and used by the school.

After the move of 1938, the senior school had modern buildings, plus gardens and playing fields, on a riverside site.

It had a floodlit all-weather pitch, tennis courts, netball courts, hockey fields, indoor swimming pool, sports hall, gymnasium, sports pavilion, and a boathouse on the River Great Ouse.

Extra-curricular activities included the Duke of Edinburgh Award Scheme, Combined Cadet Force, debating, Youth Theatre, chess, field courses and a wide range of outdoor activities and visits.