There has been a private school at Lambrook since 1860 when Robert Burnside bought Lambrook House with an eye on tutoring the sons of courtiers of Windsor Castle. The school grew steadily as an all boys’ boarding school until 1992 when day pupils were accepted. Since then the school has developed a Pre Prep and Nursery for 3 - 7 year olds, and become co-educational.

The school merged in 1997 with Haileybury Junior School from Windsor, which was an all boys day and boarding school for 7 - 13 year olds. The ethos's of the two schools were very similar in spite of the fact that there had been relatively little contact between them before the merger. In 2009 the school formally withdrew from the arrangement with Haileybury and now stands as an independent Charitable Trust in its own right.