The school, founded at Calvary Episcopal Church, changed locations many times, including to Hernando, Mississippi in 1862 until the end of the Civil War.

Girls can also participate in many extracurricular activities, including sports, mock trials, debate, theater, robotics, and recycling competitions.

Middle and Upper School students can compete in soccer, cross country, golf, volleyball, basketball, bowling, dance, swimming, fencing, lacrosse, track and field, tennis, and trap shooting.

In the spring semester of 2013, USA Today included the St. Mary's Turkey in the Best High School Mascot Contest.

Online voting led Turkey to win first place in the state of Tennessee,[18] followed by a first-place victory in the Southeast region.

The mission of OSG is to "provide an exceptional all-girls educational experience by connecting girls worldwide through relevant and engaging coursework in a dynamic online learning community.