Linsly School was founded in 1814 in Wheeling, Virginia (now West Virginia) by lawyer Noah Linsly, whose will provided funds to establish a Lancastrian Academy for boys and girls. The original location was downtown Wheeling at 13th and Chapline Streets. The second location was also downtown at 15th and Eoff Streets, serving as the temporary state capitol when West Virginia became a state in 1863. The third location was Thedah Place along National Road. In the 1920s, the school moved to its current Knox Lane campus.
Originally coeducational as the Lancastrian Academy, Linsly became an all-boys school by 1861. In 1877 it was renamed Linsly Military Institute, remaining all-male and military-focused for over 100 years. In 1979, it shifted to a traditional all-boys prep model as The Linsly School, before becoming coed again in 1988. Over its 200+ year history, Linsly has been located in Wheeling under various names.