The school opened on 14 September 1921, with The Reverend Charles Lawrence Riley as Acting Principal.

Later, an adjoining building, The Lady Treatt Centre for Music and Dance, was built.

Hearn Hall was largely funded by the Federal Government's Building Education Revolution Primary Schools for the 21st Century Program.

[9] In 2005, the St Mary's Anglican Girls’ School Foundation purchased 100 acres (40 ha) of land in Metricup, which is located in the Margaret River Wine Region, to develop its flagship outdoor education facility, St Mary's at Metricup: The Lady Treatt Centre for Learning and Leadership, which was opened in 2008.

The property contains two dams, two large pastures, an eco-tent camping area, dormitory accommodation and a cottage.

Each student at St Mary's is assigned to one of six houses: Craig, Hackett, Lefroy, Riley, Wardle and Wittenoom.