Originally children from Wyoma Square used a chapel on Auburn Street as a school until seventy students moved to a newly built schoolhouse on Boston Street in the year 1770. Miss Nana Pickering was the first principal, and the school was named after her in 1884 when an addition was completed.

When educational studies developed the idea of a "Junior High" system, Pickering was the first to be built in the city. On December 6,1917, a cold Tuesday morning, Pickering opened, costing $236,000 to build and $58,000 to furnish (A fancy house can cost that much today and $8000 might furnish one room!). In 1927, a Columbia University group of educators recommended an addition to be built. After World War II, the addition, including the gym, the west wing, and the Sisson School next door were completed.

The middle school concept added a complete 6th grade cluster. The class of 1998, Pickering's 80th graduating class, is the first class having students attending Pickering for three years.