The building that currently hosts the school was built in the Middle Ages as the Hospital of Saint Celso.

With the advent of the Napoleonic Italian Kingdom, the orphanage's name was changed to Royal College of the Military Orphans.

In 1839 the Austrian Emperor Ferdinand I, converted the orphanage to the Imperial college of cadets.

In 1848 the cadets took part in the Five Days of Milan, after which the building hosted the Royal school of artillery.

With the return of the Austrians the school was not reopened to punish the insurgents of the Five Days of Milan and it was instead turned into a military hospital.