The Kaluga Provincial Classical Gymnasium was opened on August 30, 1804, as a result of the transformation of the four-class Main People's School of Kaluga, founded in 1786. This occurred based on the decree of the Governing Senate dated January 26, 1803, "On the Establishment of Schools." The gymnasium was located in a three-story building, constructed by the Kaluga nobility in 1782 and 1785 according to the design of architect P. R. Nikitin, which is now located at 83 Lenin Street.

The first director of the gymnasium was Onisim Grigorievich Potresov. Over the years, it was headed by: in 1832 and 1834, Semyon Yakovlevich Unkovsky; in 1834 and 1851, navigator Semyon Ivanovich Yanovsky; from 1851 to 1882, Pyotr Sergeyevich Bibikov; from 1882 to 1887, Nikolai Nikolaevich Ovsyannikov; from 1887 to 1892, Pavel Fyodorovich Simson; from 1897 to 1906, Nikolai Vasilyevich Pankratov; from 1906 to 1918, Sergey Vasilyevich Shcherbakov.

The composition of the gymnasium's students predominantly consisted of nobles: in 1810, out of 60 students, 43 were nobles, and in 1896, out of 325 students, 229 were from noble families.

During the War of 1812, the gymnasium was evacuated to Ryazan until March 1813.

From the first years of its existence, there was a boarding house associated with the gymnasium, which was funded by donations from Kaluga nobles and merchants. The endowment of the boarding house amounted to 95 thousand rubles in banknotes, and the interest, along with state support, provided 10 thousand rubles per year. These funds were used to support the sons of impoverished nobles.

With the opening of a women's school in Kaluga in 1860, which became a gymnasium in 1870, some educators worked in both institutions.

In 1865, the gymnasium was transformed into a classical one with the study of Latin. The gymnasium building was repeatedly reconstructed and expanded, especially in 1900 and 1902. At that time, a gymnasium church was built, consecrated on December 6, 1903, in honor of St. Nicholas. The church housed an icon of the Resurrection of Christ with a particle of the Holy Sepulchre, gifted to the gymnasium by Patriarch Damian of Jerusalem at the request of Governor Ofrosimov. From May 1903, the institution was named the Kaluga Nikolaev Male Gymnasium.

After the revolutionary events of 1917, the boarding house was closed, and in 1918, the gymnasium was transformed into a Soviet labor school. Currently, this building houses one of the academic buildings of the Kaluga State Pedagogical University, and the church premises serve as an assembly hall.