The school was started as a Double-streamed Day Public Secondary school by the then president of Kenya, His Excellency the late Daniel Arap Moi. The school was started in order to assist in meeting the large and growing need for post-primary education in Nairobi.

At its inception, the then headteacher of Nairobi Primary School, Mr. J Agak, doubled up as the first headmaster of the school. The school was registered on 20th June 1986 as Nairobi Mixed Secondary School and in 1987, the school became an exclusively boys' school following a cross transfer between boys and girls of St. George's and Nairobi Mixed Secondary School.

In 1981, the school received its first independent headteacher, Mr. W.S. Kimereng. He registered the school for the KCSE Examinations and got the Centre code 41086. In 1990, the school's name was officially changed to Nairobi Milimani Secondary School, thereby occasioning a re-registration in 1991. On 6th December 2016, it changed its day-only status when it was re-registered as a day/boarding school.

Following this re-registration in 2017, the boarding section was launched with the admission of the Form 1 students as pioneer boarders. On 19th March 2024, the school rebranded to State House Boys High School and got a new registration certificate.

The current population of the school is at 660 students. They are all boarders. Through the government grant, two classes were constructed in 2017 and handed over in January 2018.

The current vision of the school is to be a "Leading value adding education Centre that facilitates the exploitation of the learner's full potential."