Skegness Grammar School traces its origins back to 1459 as the old Magdalen School in Wainfleet when William of Wainfleet, Bishop of Winchester, founded the first of the Magdalen College of Schools. These were intended to instruct demies (juniors) in Latin grammar and to prepare them for further education at the Magdalen College of Oxford which he had founded the previous year.
In 1484 the College School was rehoused in permanent accommodation in Wainfleet where many generations of youngsters were educated. By the turn of the twentieth century Wainfleet had ceased to be the major east coast town and Skegness was growing rapidly. The old school was too small and in the wrong place. In 1933, the Headmaster, staff and pupils of the Magdalen College School moved to a new site in Skegness where it still stands today. In 1989 it became the first Grant Maintained School in Great Britain and it later moved to Foundation Status. In 1991 the Boarding House was opened in an historic Edwardian country house in Wainfleet, which re-established the link with its origins.
Skegness Grammar joined the David Ross Education Trust in 2012.