Government-sponsored secondary education had a rocky start in western Jamaica. A predecessor institution, the Montego Bay Academy, operated from a Presbyterian House on Union Street until 1871, when representatives from Scotland persuaded the colonial government to consolidate secondary education into a Queen's College in Spanish Town. That experiment failed too, leaving the western parishes without publicly funded secondary schooling for more than two decades. In 1895, Presbyterian minister Reverend Adam Thomson and government representative John Kerr petitioned for 500 pounds to restart secondary education in Montego Bay. The government agreed, and in 1896, the Montego Bay Government Secondary School opened on Barracks Road with E. Lockett as its first headmaster. The name Cornwall College came later, but the ambition was there from the beginning.

Lockett served until 1903, succeeded by Anglican priest George Hibbert Leader, who ran the school for nineteen years and confronted a problem that would have pleased the founders: too many students. The rapid growth of the student body overwhelmed the original Barracks Road site, and by 1909 the situation had become acute. D. A. Corinaldi, a man of considerable local influence, lobbied the government for 2,500 pounds to establish a proper campus. The investment worked. Cornwall College grew from a makeshift start on borrowed premises into an institution with staying power, its leadership passing through a succession of headmasters and principals whose tenures stretched across wars, independence, and the transformation of Jamaica itself.

Walk through the list of Cornwall College alumni and you trace the architecture of modern Jamaica. J. E. Clare McFarlane became the island's Poet Laureate. Rex Nettleford rose to vice-chancellor of the University of the West Indies and became one of the Caribbean's most influential cultural thinkers. Sir Herbert Duffus and Sir Rowland Phillips both served as Chief Justice and acting Governor-General. P. J. Patterson, who would become Jamaica's longest-serving prime minister, taught at Cornwall College before entering politics. The school also produced Steve Bucknor, who became one of international cricket's most recognized umpires, and multiple footballers who represented Jamaica on the world stage, including Donovan Ricketts, Dane Richards, and Warren Barrett.

Cornwall College has always been as much about what happens outside the classroom as inside it. The school's football program claimed the Olivier Shield more than eleven times and won the daCosta Cup in 1953, 1955, 1956, 1958, 1959, 1963, 1982, 1983, 1995, 2000, 2001, and 2016. The performing arts society built an award-winning boys' choir that eventually merged with neighboring Mount Alvernia High School to form the MACC Singers, a combined ensemble that won the Dr. Olive Lewin Award for best choral music presentation in both 2012 and 2013. The cadet unit placed first in the 4th battalion during the 2011 annual inspection, with Cornwall cadets sweeping the top four positions on the star four examinations. Cadets from the school even served during World War II.

Harrison House, one of the original boarding houses, was declared a National Heritage site by the Jamaica National Heritage Trust in 1999. The designation recognized what the school's presence on Orange Street has made obvious for over a century: Cornwall College is not just an educational institution but a piece of Montego Bay's physical and civic fabric. Each student entering the school is assigned to one of six houses named after prominent past principals, a structure that turns the school's own history into a living competitive framework. The annual Sports Day pits these houses against each other in football, track and field, basketball, and quiz competitions. Learn or leave, the motto says. Most choose to learn.