Nairobi School was established in 1902 as European Nairobi School comprising of a few rooms around what is today the Nairobi Railway Station. But 14 years later, it was moved to the current spot where Nairobi Primary School sits in what was then called Protectorate Road, now Mamlaka Road.
Fortunes changed for the school when Sir Edward Grigg became the Governor of Kenya in 1925 when there was demand for a senior boys' school. Sir Grigg contracted Sir Herbert Baker, the eminent architect, to design the school after the Winchester Public School where Sir Grigg was an alumnus. He admired its uniform (which explains why Nairobi School has one of the best uniforms in the country) and the discipline which was fleshed from the navy.