The school shares its garden with the historic grounds of the Royal Hospital Chelsea, and occupies the Cavalry House,[4] part of the Duke of York's Headquarters on Turks Row,[5] which is a Grade II Listed Building.

During the following twenty years, the school educated the children and grand-children of diplomats and Prime Ministers including Winston Churchill and Alec Douglas-Home.

In 2004, the school moved into a single, purpose-designed building in the south side of the new Duke of York's development.

The 2005 ISI Inspection Report commends the school for its pupils’ results in national tests at the age of 11 as "far above the national average for English and mathematics and well above the average in science", and that "the very good quality of pupils’ learning, attitudes to their work and their very good behaviour are major strengths of the school", but warned there was scope for improvement in several areas,[9] whilst its 2011 report states that "Throughout the school, the quality of the pupils’ achievements is excellent.

This is a significant improvement since the previous inspection", and that "Pupils are articulate, expressing themselves clearly in both oral and written tasks, and they listen carefully to their teachers and to one another.