The Music School in Penza was founded under the local branch of the Imperial Russian Music Society and was consecrated on September 24 (October 6) 1882. Initially, classes in piano, violin, cello, and solo singing were held in two rooms of the Nobility House. In the early 20th century, after changing several addresses, the school found a permanent location in the city estate on Pesheya Street, now Bogdanov Street.

The school building, constructed in the 19th century in the Art Nouveau style, is recognized as a cultural heritage site.

Since 1902, the school was headed by Lev Solomonovich Shor, who had been teaching piano there since its opening. In 1904, Nikolai Alexandrovich Vitver joined him, who later founded the Penza Piano School.

After the revolution, at the suggestion of graduate Fyodor Petrovich Vazersky, the school was transformed into the People's Conservatory. Since 1918, about 1000 young musicians studied there.

In 1920, Alexey Vasilyevich Kastorsky became the director. The educational institution received the status of a secondary vocational school and was renamed the Music Technical School. Education continued without interruption: talented students from the school were admitted to the technical school without exams.

In 1925, Alexey Sergeyevich Turishchev became the director, the author of the song "Our Proud 'Varyag' Does Not Surrender to the Enemy."