The Mall School was founded in 1872 and moved to its present site in 1909. The original house was destroyed by fire in 1960, leaving only the old stable block, which housed the junior activity room and the art room.
Temporary accommodation was erected to keep the school going and was added to over the years, notably by Peter Waterfield, who became Headmaster in 1969. At that time the school buildings - but not the land - were owned by the Headmaster. When Mr. Waterfield approached retirement he decided to hand over the school to an educational trust which was established in 1986 and a successful appeal raised over £200,000 to secure the freehold of the land.
A major redevelopment programme was begun in 1990 with the opening of the Waterfield Building, a junior block comprising six classrooms. The Ellis Building, a matching senior block of nine classrooms, was opened in 1992 and September 1993 saw the completion of the Hamblin Building which includes a kitchen, dining room, library and staffroom. The celebration of the school's 125th anniversary was marked by the opening of the Thistlethwaite Building for Science and Music which completed the inner quadrangle in 1997; the indoor swimming pool was opened by Gary Lineker in July 1999.
In December 2000 The Old Vicarage, 84 Hampton Road was purchased by the Governors to house Reception and Year 1. The building opened for the Reception classes in September 2002 with Year 1 being added a year later. In September 2010 a Creative and Performing Arts Centre for drama, art and design technology was completed and a new sports hall was opened by the ex-England cricketer Angus Fraser in January 2014.
The Mall School is a charitable trust and as such is a 'not for profit, not for loss' organisation. The Mall has a board of governors who oversee the management of the school and set the strategic vision. The Mall is a member of the Independent Association of Preparatory Schools (IAPS) and is regularly inspected by the Independent Schools Inspectorate (ISI).