The school is associated with the Church of England Grimsby Minster, dedicated to St James.

Canon James Peter Young, curate and later vicar at the church, was influenced by Nathaniel Woodard's education philosophy and established the school in 1880 to educate the church's choirboys.

In 1882 the school became St James's College, with the intention of continuing to educate the boys after they outgrew the choir.

A pre-preparatory department was added in 1957 and a sixth form and boarding programme two years later.

In 1975 "choir" was dropped from the school’s name, as it had now expanded to educate many other pupils, and choristers were a minority.