A royal charter founded the school in 1829 as the junior department of the newly established King’s College of the University of London. Based in the Strand, the school was an immediate success.
Most of the original 85 pupils lived within walking distance of the school. During the early Victorian period, the school grew in numbers and reputation. Members of the teaching staff included Gabriele Rossetti, who taught Italian (his son, Dante Gabriel, joined the school in 1837) and the water-colourist John Sell Cotman.
By 1843 there were 500 pupils. The school was progressive in its curriculum in many areas and appointed its first science master in 1855, at a time where very few schools taught science. The first head master, John Major, served the school between 1831–1866. 99 of the school's pupils from this period appear in the Dictionary of National Biography.
30 Oxford and Cambridge board examination certificates were obtained by pupils at King's in 1882, but the school's teaching facilities became increasingly inadequate as many competitor schools moved to new sites with modern facilities and large playing fields. In 1897, falling numbers of pupils prompted the move to the school's present site in Wimbledon - a fast-growing suburb well served by the railway lines from Surrey and south London. The junior school opened on the same campus in 1912.
In World War I, many letters were written to the school, including some from the Battle of the Somme. During World War II, the Great Hall was damaged by bomb shrapnel, and some of the damage can still be seen on the outside of the hall today.