The Tikhonov Spiritual Male School was established on the basis of the Nizhnelomov Spiritual Male School, which was relocated to Penza in September 1880. Initially, it was named the 2nd Penza Male Spiritual School, and later renamed Tikhonov in honor of the church consecrated in 1884 in the name of Saint Tikhon of Voronezh and Zadonsk. The school was located on Lekarskaya Street in the buildings that previously housed the Penza Diocesan Female School. The female school moved to Dvoryanskaya Street to a estate purchased from Natalia Pavlovna Panchulidzeva, the wife of Alexei Alexeevich Panchulidzev, brother of the Penza governor, at the address Krasnaya, 62.

On April 18, 1909, the construction of a new stone educational building for the school began. The project of the building was developed by provincial engineer Alexander Gavrilovich Starzhinsky, but after his death, construction continued under the guidance of architect V. I. Vasiliev. In 1910, the construction was completed, and a church was arranged in the new building in honor of Saints Tikhon and Mitrophan of Voronezh.