The West Building, on Brook Street, was built in the 1930s and was the site of the Northumberland Heath Secondary Modern School.

[2][3] Building work started in the spring of 1994 on a new, refurbished £6.5 million single-site school on the Avenue Road site, and was completed by December 1996.

It was opened in January 1997, with a new teaching block, sports hall and all-weather astroturf facilities.

Its Community Sports Centre oversees usage during the evenings and weekends by a variety of teams.

[5] In September 2022 King Henry School started working with the Leigh Academies Trust to help address the issues listed within the Ofsted inspection report received earlier that year.