St. Agnes Parish was established by Bishop James Ryan on October 1, 1888. It was the fifth Catholic parish in Springfield, at that time, a city of 33,000 people. The new parish was to serve the area south of Carpenter Street and west of the Chicago and Alton Railroad lines and consisted of 180 families.

The first Parish school was built and began in September 1897 in a framed building of the former Seventh Day Adventist Day Church located on the corner of Spring and Monroe Streets in Springfield. There were also two classrooms located at 311 West Capitol for the first and second grades. Three Dominican Sisters of Springfield staffed the school. Five boys and one girl made up the first graduating class in 1902. A new school was completed in 1913 on the corner of Capitol and Pasfield Streets at a cost of $54,000. This building served the parish until the present school was built at 251 North Amos. The new school opened in the fall of 1981 under the leadership of Monsignor Patrick Wright.

Over the years, St. Agnes School has continued an ongoing relationship with the Dominican Sisters of Springfield. However, from 1986 through 2003, St. Agnes was under the direction of a lay principal. In 2003, the Dominican Sisters resumed leadership.