The school was opened in 1995 in Winterstoke House, a former boarding house for Mill Hill School. The name ‘Grimsdell’ is derived from Mrs R L Grimsdell widow of Mr R L Grimsdell (Old Millhillian) who very generously consented that a large part of her late husband’s estate be donated to Mill Hill School. At a request of the Governors early in 1995, Mrs Grimsdell kindly agreed that the entire benefaction be applied to the creation of the Mill Hill Pre-Preparatory School to be known as Grimsdell. Further benefactions were received from the late Mr C D L Smith and Mr P D Childs, both Old Millhillians.
On the opening day, Grimsdell welcomed 86 pupils ranging from Reception to Year 2. The Nursery class opened in January 1996 with 16 pupils. Grimsdell now accommodates 188 part time and full time boys and girls aged between 3 and 7.