The name, Mercy Cross, was derived from the Sisters of Mercy and the Brothers of the Holy Cross, who taught students at schools in the Roman Catholic Diocese of Biloxi for decades.

The school was located on the original Notre Dame High School campus in Biloxi, Mississippi and nestled between Keegan's Bayou to the east and the Biloxi sewage treatment plant to the west.

After receiving extensive damage from Hurricane Katrina in 2005, classes were temporarily relocated while construction began on a new school.

It was permanently replaced by St. Patrick Catholic High School in Biloxi in August 2007.

* Closed in 2007 and replaced by St. Patrick Catholic High School