Fay School, founded in 1866 by the Fay sisters, is an independent, coeducational day and boarding school located in Southborough, Massachusetts.

Fay School was founded in 1866 by sisters Eliza Burnett Fay and Harriet Burnett in a former parsonage of the Unitarian church, across from St. Mark's School, where Fay students traditionally attended secondary school.

Under Eliza Fay's son, Waldo B. Fay, the school grew sizably, adding a new dormitory, school room, and library.

[2] The school became fully coeducational in 1977, having previously implemented a pilot program for girls in 1972.

Girls had previously attended the school as day students through the late 19th century.