Saint Mary's Hall was founded by Bishop Robert W.B. Elliott, the first Bishop of the Protestant Episcopal Church in the Diocese of West Texas. The school, first established in 1879 under the leadership of Bishop Elliott, was a boarding and day school for girls of all faiths and, for a short time, housed the congregation of Saint Mark's Episcopal Church. The attempts to establish a school of this sort began as early as 1865 when an Episcopal school by the same name was opened. And, although it failed, it left such a strong foundation that, under Bishop Elliott's guidance, the Saint Mary's Hall of today came into existence.