The school was founded in 1903 by Theresa Lawrence[1]: 303  and, Katherine Margaret Earle: two young women in their early thirties, both educated at the University of Cambridge.

The school began with 22 pupils, and was situated in a small house in Jeppestown, Johannesburg.

[1]: 303 Sir Herbert Baker, a prominent architect responsible for many of Johannesburg's most historical houses and monuments, designed the original school buildings.

[1]: 302  The oldest structures include St. Ursula's Building and Founder's Hall.

Over the years, additions have been made, but the signature Herbert Baker features, with arches, colonnades, unwashed brickwork, and courtyards have been maintained.