Melbourne Girls' Grammar is affiliated with the Association of Heads of Independent Schools of Australia (AHISA), the Junior School Heads Association of Australia (JSHAA), the Alliance of Girls' Schools Australasia (AGSA), the Association of Independent Schools of Victoria (AISV), the Australian Boarding Schools Association (ABSA), and is a founding member of Girls Sport Victoria (GSV).
Melbourne Girls' Grammar was founded in 1893, as a private school in Domain Road, South Yarra, by Miss Emily Hensley and Miss Alice Taylor. In 1900, the School moved to its current location in Anderson Street, and in 1903 it became the first girls' school to be owned by the Anglican Diocese of Melbourne.
The tenth Headmistress of Melbourne Girls Grammar, Christine Briggs, announced her retirement in 2007. Catherine Misson was appointed to the position of Headmistress in 2008.