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.

In his bio, 'Architecture and Personalities' published in 1944, Sir Baker recalled that, "The Governor and Director of Education were much concerned to provide a healthy education for the European youth under the conditions of the climate. So with their encouragement, I designed a school at Nairobi with a crypt as a playground - like the undercroft of Wren's library at Trinity College, Cambridge - where the boys could stay at mid-day instead of going home under the vertical rays of the sun." The foundation stone was laid by Sir Grigg on 24 September 1929, and Kabete Boys Secondary opened in 1931.