The mission was founded in 1886 by priests of the Society of Jesus (Jesuits), who were welcomed by Bishop Martin Marty of the Diocese of Saint Cloud, Minnesota, which extended to this territory at the time.

Based on DeSmet's reputation as a man who could be trusted, and on the Jesuit reputation as educators, in 1877, Chief Sinte Gleska (Spotted Tail), leader of the Sicangu Lakota, and Chief Red Cloud, leader of the Oglala, obtained permission from President Rutherford B. Hayes "to get Catholic priests.

[citation needed] A Jesuit Father and brother reached the reservation soon after 1881 and, with financial help from St. Katherine Drexel, constructed a large building by 1886.

Florentine Digmann, who had come with the sisters, worked with the Lakota and established a total of 37 mission stations, or chapels, on the Rosebud Reservation.

Since 1974, the tribe has run the school, locally called Sapa Un Ti ("where the Black Robes live"), independently from the Jesuit mission.