Dio was first established as Sonning School in 1909, situated on Milton Street, Hamilton.

With only a small roll of four pupils the school began to grow, and as it did there was need for larger premises so it was moved to Anglesea Street.

Larger land was then purchased and a new school built on the eastern side of the railway bridge.

This school was named Sonning after the Berkshire Village from which the Whitehorn family originated.

Waikato Diocesan School was officially opened in 1928 with a roll of 13 boarders and 70 day girls.