In pre-revolutionary Penza, all prestigious educational institutions were located in the city center. The Noble Institute was on Krasnaya Street, the Serdobolskaya Gymnasium on Moskovskaya, and the Real School was situated on Volodarsky Street.

It began its work in July 1882, and in the first year, only two classes were opened. The education lasted six years, with a strong emphasis on technical disciplines: mathematics, physics, chemistry, mechanics, and others. However, only wealthy families could afford to study here, as the fee was 40 rubles a year, which is equivalent to almost 40,000 rubles today. Additionally, students were required to wear a special uniform: black cloaks, gray trousers, and caps with the abbreviation PRU, denoting the Penza Real School. Because of this, high school students were often confused with cadets from military educational institutions. During World War I, a hospital for wounded soldiers was organized in the school building, and students actively assisted the nurses.

The glory of educational institutions comes from their graduates, and many outstanding statesmen studied here. That is why the facade of the gymnasium is adorned with numerous memorial plaques.