It sat on what is today Pembroke Hill's Ward Parkway Campus, to the west of the Country Club Plaza at the intersection of State Line Road.

At the time of its founding, the campus overlooked the Kansas City Country Club (today Loose Park).

For generations, many Kansas City families would send their boys to Pem Day and their girls to Sunset Hill.

School activities, such as plays and dances, often were combined, and Sunset Hill girls were cheerleaders for Pem Day's athletic teams.

In 1988, Kansas City Magazine notoriously published an article titled "A High School on Easy Street", criticizing Pembroke Hill's students' allegedly "advantaged way of life.

"[5] In the late 1990s and early 2000s, Pembroke Hill completed a $50 million capital improvement project, which renovated both campuses.

[10] On Piggie's 2002 appeal from his prison sentence and restitution for conspiracy to commit wire fraud, mail fraud, and tax evasion, the United States Court of Appeals for the Eighth Circuit found that Pembroke Hill had "sustained a loss of $10,733.89 in investigative costs and forfeiture of property as a result of" Piggie's conspiracy.

Following the incident, officials initiated a hiring search for the newly created position of Director of Diversity, Equity, and Inclusion.

[15] In April 2021, months after a swastika was discovered in a classroom, school officials found "KKK" written on the side of a desk.

School officials hired consulting firm Sophic Solutions to "hold community conversations, complete a diversity and equity audit, and then present recommendations.

The Raiders lacrosse team won the 2009 Division II state championship, beating Eureka High School 6-5 after trailing 5–2 in the 4th quarter.

[citation needed] In 2017, the Raiders won state tennis tournaments in both the boys and girls class 1 sections.

[citation needed] Pembroke Hill also has a rivalry in football with St. Pius X located in the northland of Kansas City.