The Kaluga Nikolaev Men's Gymnasium was founded on August 30, 1804, based on the provincial four-class school and was under the administration of Moscow University. The management and funding of the boarding school were entrusted to the civil governor. From the very beginning, the Kaluga public actively supported the new educational institution, providing financial assistance. Nobles and merchants donated books and exhibits for the natural cabinet, as well as funds for the maintenance of the boarding school. This tradition continued in subsequent years, as evidenced by numerous sources.

For example, in 1814, the nobility of Kaluga province decided to contribute 30 kopecks from each landowner's soul for three years in favor of the boarding school. Thanks to these donations, the endowment of the boarding school reached 95 thousand rubles in assignations. The interest from this capital, along with an annual sum from His Majesty's cabinet, amounted to 10 thousand rubles in permanent income, which allowed the boarding school to support the sons of impoverished nobles. The foundation for this was laid by the first director of the gymnasium, Onisim Grigorievich Potresov, and history teacher Grigory Kirilovich Zelitsky, who also contributed to the establishment of the first printing house in Kaluga, the publication of the journal 'Urania,' and the beginning of local studies. Over the years, notable figures served as directors and trustees of the gymnasium: Semyon Yakovlevich Unkovsky, Semyon Ivanovich Yanovsky, and Sergey Vasilyevich Shcherbakov. Spiritual mentors Ivan Alekseevich Ostrogla-zov and Alexander Ivanovich Rostislavov were also respected.

In 1812, during Napoleon's invasion, the gymnasium was temporarily evacuated to Ryazan. The new charter of 1828 introduced social gradation in the structure of educational institutions: parish schools for peasants and townsfolk, district schools for merchants and officer's children, and gymnasiums, primarily for nobles. In 1810, out of 60 students at the gymnasium, 43 were nobles. In 1896, when the number of students reached 325, there were 229 nobles. In 1865, the gymnasium became classical with the teaching of Latin. In 1877, philosopher Yevgeny Nikolayevich Trubetskoy enrolled. Thanks to Governor Alexander Alexandrovich Ofrosimov, a major renovation of the gymnasium was carried out, and in 1903, the house church was consecrated. Patriarch Damian of Jerusalem gifted the church an icon with a piece of stone from the Holy Sepulchre. The city council established a scholarship in honor of Bishop Makariy. From May 1903, the gymnasium was renamed Nikolaev.

World War I was a trial for the gymnasium: the building was turned into a hospital, and classes were moved to the women's gymnasium. In 1915-1916, gymnasium students helped with agricultural work and supported the families of front-line soldiers. In 1917, the boarding school was closed, and in 1918, the gymnasium was transformed into a Soviet labor school.