It was located in a purpose-built home on Clerkenwell Green from 1738, before moving to Gray's Inn Road in 1772, and eventually to Ashford in 1857.

The school opened informally (with 10 boys and a master) in 1716 in a house in Sheer Lane, London (probably located near Temple Bar), and was more formally instituted in 1718.

The chapel was reconstructed as an Anglican parish church (St John Clerkenwell) in 1721–3, when the school appears to have moved to nearby Jerusalem Passage.

Pennant in fact lost heavily on the publication, and so the school derived no direct benefit from it.

During World War II the school was evacuated to the Powis Castle estate in Montgomeryshire, but returned to its Ashford site in 1946.

In the post-war period its connections with Wales became more tenuous, and in 1967 the name was changed to St David's School.