[3] Northern Grammar School commenced its operation in 1921 in the Moonee Ponds area but soon moved to new premises on the site of St. John's Church in Essendon.

[6][7] The school was renamed Penleigh Ladies' College during the First World War and it moved to the present site at 83 Park Street, Moonee Ponds in 1921.

The first links between Essendon Grammar School and Penleigh Ladies' College were established in 1952 when Intermediate and Leaving students participated in some common classes.

In the following year, the school purchased property at Lake Eildon to develop an Outdoor Education Programme.

Another site of approximately 40 acres (160,000 m2) was purchased in the Keilor Park area in 2006 and has been developed as the school's sporting grounds.

These included the new senior campus called the Infinity Centre which was renamed to the Larkin Centre in 2019 in celebration of retiring principal Tony Larkin, and a redeveloped middle school boys campus called Gottliebsen house, named after Robert Gottliebsen, and the girls campus called McNab house, named after the McNab family – a family with 5 generations of history within the school.