The school was founded over 150 years ago and was dedicated to St.Mary. It was first housed in two cottages in Horseferry Road and in 1850 moved to a site on Great Peter Street, near Westminster Abbey, next door to a public house (this building was later occupied by the Diocesan Education Services).
Originally administered from Farm Street by the Jesuit Fathers, it was taken over by the Westminster Cathedral authorities when the Cathedral was built at the beginning of the 19th century. Until the outbreak of war in 1939, there were three separate departments - Girls, Boys and Infants - each occupying one floor of the building.
In 1946 the Girls' department was transferred to St.Vincent's School in Carlisle Place. Although once considered "a fine building", it was recognised that by present standards the School could not provide the facilities necessary for the education of boys of secondary school age. Because of this, it was proposed to transfer those of eleven years and over to another school and to recognise the Boys' Department as a Primary Department for boys and girls.
In September 1949, 30 girls were admitted to the lowest class and a further 20 entered in September 1950, when 19 boys of 14 years were transferred to St. James' School in Marylebone. The admission of the girls caused a sharp rise in the numbers from 188 in 1948 to 234 in 1950 and an additional class was then formed which was housed in part of the school hall.
Westminster Cathedral Primary School moved to its present site in Pimlico in 1963. When the school moved to Bessborough Place, its size was reduced, with children being transferred to alternative schools. The school then became a one form entry primary school, but classes averaged 40.
It was only after the present site was drained, being so close to the river , that it was realised that the new school was being built outside the Cathedral Parish, in the Parish of the Holy Apostles. Building went ahead and Canon Edmund Hadfield, the parish priest of Pimlico parish was given a seat on the Governing Body.