The school was first conceived in 1906 by the Reverend Robert Carter Jett, and opened its doors to students in September 1916.

Virginia Episcopal School's 160-acre (0.65 km2) campus is located above the James River in Lynchburg along the foothills of the Blue Ridge Mountains.

Lady Astor maintained a keen interest in the school for the rest of her life and was instrumental in having her father Chiswell Langhorne donate the school chapel in memory of his wife Nancy Witcher Keene (parents of Lady Astor).

Jett Hall was completed the same year under the direction of Frederick H. Brooke, a prominent Washington architect.

Pendleton Hall was completed in 1918, enabling enrollment to be increased from sixty-three to one-hundred eleven boys.