St Mary’s holds several legal documents relating to early property transfers undertaken by the school. When founded in 1873, the site of the school was on The Green near the church in Calne. By 1907, St Mary's needed to expand and so moved to its current site. The first school house was a fine, early 19th century, stone building standing between others on the north side of The Green. Initially rented by the school from Ellinor Gabriel, in 1880 the freehold was sold to Canon Duncan for use as a school. Ten years later Miss Gabriel bought two smaller adjoining houses which she gave to St Mary’s, and a further house on the west side of the original building was bought and given to the school by Penelope Murray. Two cottages in Castle Street were given to St Mary's in 1907 by her son, the Rev. D. S. Murray, as an endowment. They were sold in 1932.
The four houses of the first school provided class rooms, a Chapel, kitchen, dining room, music room, office and dormitories. There was a small recreation area at the back. Moving in 1907 to a larger site with room to expand made a huge difference to St Mary's and allowed it to take on additional boarders.