Roycemore was founded in 1915 as a girls' school and became coeducational in 1962. The building was designed in the style of then-contemporary English schools. The structure is light and airy with a friendly, homelike atmosphere. Separate wings house the Lower, Middle, and Upper School classrooms, laboratories and art facilities; a gymnasium/assembly hall is shared by all grades. Roycemore's contribution to 20th-century educational architecture was recognized in 1987 when the building was placed on the National Register of Historic Places.

Roycemore serves students from throughout the Chicago area. Approximately 45% of the students live in Chicago, 35% in Evanston and the remaining 20% in other North Shore suburbs.

Roycemore is located in northeastern Evanston, Illinois, near the campus of Northwestern University, on a half block surrounded by Lincoln, Orrington and Colfax streets, just west of Sheridan Road. Roycemore is within walking distance of downtown Evanston, and just three blocks from the Noyes El station on the CTA's Purple Line.