In 1954, the Sisters of Mercy of Connecticut founded Our Lady of Mercy Country Day School as a training facility for aspiring teachers of their order. In the inaugural year, only first graders were admitted, but as its students grew, so did the school.
Grades 2 through 8 were added one year at a time, followed by kindergarten in 1977 and pre-kindergarten in 1990.
As of July 1, 2005, more than 50 years after its founding, the school is presently supported by St. Margaret parish in Madison and St. George parish in Guilford,under the guidance of the Archdiocese of Hartford.